+132.3%
CMS vs FDS
+135.1%
-2.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.9% | -5.0% | +4.0% | +0.1% |
| 30D | +7.1% | +13.8% | -6.7% | +4.1% |
| 3M | -1.3% | +14.8% | -16.1% | -4.6% |
| 6M | -2.7% | +47.4% | -50.0% | -12.0% |
| YTD | +2.6% | +14.2% | -11.5% | -1.9% |
| 1Y | -2.0% | +26.6% | -28.6% | -9.4% |
| 3Y | +39.6% | -24.4% | +64.0% | +47.8% |
| 5Y | +35.3% | -22.6% | +58.0% | +40.1% |
| 10Y | +132.3% | +130.0% | +2.4% | +83.2% |
| All | +132.3% | +135.1% | -2.8% | +83.2% |
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