+491.0%
CMS vs FDS
+10,727.5%
-10,236.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.7% | +6.4% | -4.7% | +0.5% |
| 30D | +8.6% | +25.2% | -16.5% | +4.0% |
| 3M | -0.5% | +22.9% | -23.4% | -4.7% |
| 6M | -4.2% | +56.5% | -60.7% | -13.2% |
| YTD | +3.4% | +19.0% | -15.5% | -2.0% |
| 1Y | +0.4% | +32.7% | -32.3% | -7.1% |
| 3Y | +38.2% | -20.4% | +58.6% | +40.2% |
| 5Y | +35.4% | -19.6% | +55.0% | +35.9% |
| 10Y | +131.7% | +148.5% | -16.8% | +84.3% |
| All | +491.0% | +10,727.5% | -10,236.5% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling