+136.2%
CMS vs ES
+96.6%
+39.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | +5.3% | +8.2% | -3.0% | -0.3% |
| 3M | -0.3% | +0.6% | -1.0% | -0.9% |
| 6M | -4.0% | +6.0% | -10.0% | -8.0% |
| YTD | +2.1% | +9.3% | -7.2% | -4.5% |
| 1Y | -4.7% | +1.1% | -5.8% | -6.9% |
| 3Y | +36.8% | +51.9% | -15.1% | -3.9% |
| 5Y | +34.9% | +6.5% | +28.4% | +23.9% |
| All | +136.2% | +96.6% | +39.6% | +27.0% |
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