+140.2%
CMS vs ES
+98.2%
+41.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +1.7% | +2.7% | -1.0% | -0.1% |
| 30D | +6.2% | +7.6% | -1.4% | +1.0% |
| 3M | +0.6% | +0.5% | +0.1% | +0.1% |
| 6M | -1.8% | +7.6% | -9.4% | -6.7% |
| YTD | +3.8% | +10.2% | -6.4% | -3.5% |
| 1Y | -1.8% | +1.8% | -3.6% | -4.5% |
| 3Y | +39.8% | +55.4% | -15.6% | -3.4% |
| 5Y | +37.1% | +7.3% | +29.8% | +25.3% |
| All | +140.2% | +98.2% | +41.9% | +28.4% |
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