+0.4%
CMS vs FDS
+31.1%
-30.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | +4.1% | +9.4% | -5.4% | +4.0% |
| 30D | +10.9% | +23.8% | -12.9% | +11.0% |
| 3M | -0.2% | +25.1% | -25.4% | -0.1% |
| 6M | -4.7% | +53.8% | -58.5% | -3.9% |
| YTD | +3.9% | +19.6% | -15.7% | +3.9% |
| 1Y | +0.4% | +31.6% | -31.3% | -1.9% |
| All | +0.4% | +31.1% | -30.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling