+138.1%
CMS vs ES
+87.3%
+50.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.5% | +0.9% | -0.4% | -0.1% |
| 30D | +7.4% | +5.9% | +1.5% | +3.3% |
| 3M | +1.9% | -1.0% | +2.9% | +2.4% |
| 6M | -2.3% | +7.2% | -9.5% | -7.0% |
| YTD | +3.0% | +7.0% | -4.0% | -2.3% |
| 1Y | -2.8% | +0.5% | -3.2% | -4.6% |
| 3Y | +37.9% | +48.7% | -10.7% | -1.7% |
| 5Y | +34.0% | +1.9% | +32.0% | +27.0% |
| 10Y | +138.1% | +89.2% | +49.0% | +32.1% |
| All | +138.1% | +87.3% | +50.8% | +32.1% |
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