+37.9%
CMS vs FDS
-24.9%
+62.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | +7.4% | +13.5% | -6.1% | +6.8% |
| 3M | +1.9% | +15.2% | -13.3% | +1.1% |
| 6M | -2.3% | +47.0% | -49.4% | -4.4% |
| YTD | +3.0% | +13.9% | -10.9% | +3.4% |
| 1Y | -2.8% | +25.2% | -28.0% | -3.9% |
| 3Y | +37.9% | -25.3% | +63.3% | +46.2% |
| All | +37.9% | -24.9% | +62.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling