+140.2%
CMS vs FDS
+127.7%
+12.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +1.5% | +0.3% | +1.4% |
| 30D | +6.2% | +14.8% | -8.6% | +3.0% |
| 3M | +0.6% | +16.3% | -15.7% | -3.0% |
| 6M | -1.8% | +66.2% | -68.0% | -13.7% |
| YTD | +3.8% | +16.2% | -12.4% | -1.1% |
| 1Y | -1.8% | +21.8% | -23.6% | -8.0% |
| 3Y | +39.8% | -23.9% | +63.7% | +48.0% |
| 5Y | +37.1% | -23.1% | +60.2% | +42.5% |
| All | +140.2% | +127.7% | +12.5% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling