+477.8%
CMS vs CPB
+366.5%
+111.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | +1.7% | +11.6% | -9.9% | -1.7% |
| 30D | +8.6% | +23.3% | -14.7% | +1.7% |
| 3M | -0.5% | +1.6% | -2.1% | -1.5% |
| 6M | -4.2% | +13.9% | -18.1% | -8.8% |
| YTD | +3.4% | -11.7% | +15.1% | +5.8% |
| 1Y | +0.4% | -18.2% | +18.7% | +5.0% |
| 3Y | +38.2% | -35.2% | +73.4% | +53.4% |
| 5Y | +35.4% | -30.5% | +66.0% | +45.9% |
| 10Y | +131.7% | -37.1% | +168.8% | +147.5% |
| All | +477.8% | +366.5% | +111.3% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling