+121.7%
CMS vs ES
+85.7%
+36.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.2% |
| 7D | -1.3% | +1.9% | -3.2% | -2.6% |
| 30D | +6.3% | +7.1% | -0.7% | +1.5% |
| 3M | -2.1% | -1.9% | -0.1% | -0.9% |
| 6M | -5.1% | +4.4% | -9.4% | -8.0% |
| YTD | +1.3% | +7.3% | -6.1% | -4.1% |
| 1Y | -1.4% | +2.1% | -3.5% | -4.4% |
| 3Y | +36.9% | +41.8% | -4.9% | +1.1% |
| 5Y | +32.5% | +1.4% | +31.1% | +26.1% |
| All | +121.7% | +85.7% | +36.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling