+39.9%
CMS vs ES
+50.7%
-10.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.4% |
| 7D | +1.7% | +5.9% | -4.3% | -1.0% |
| 30D | +8.6% | +10.2% | -1.6% | +3.9% |
| 3M | -0.5% | +0.4% | -0.9% | -0.8% |
| 6M | -4.2% | +6.9% | -11.0% | -7.0% |
| YTD | +3.4% | +10.5% | -7.1% | -1.2% |
| 1Y | +0.4% | +3.2% | -2.8% | -1.8% |
| All | +39.9% | +50.7% | -10.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling