+478.5%
CMS vs FDS
+10,327.4%
-9,849.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +6.3% | +20.2% | -13.9% | +2.6% |
| 3M | -2.1% | +19.9% | -21.9% | -5.8% |
| 6M | -5.1% | +56.2% | -61.3% | -14.0% |
| YTD | +1.3% | +14.6% | -13.3% | -3.4% |
| 1Y | -1.4% | +31.6% | -33.0% | -8.7% |
| 3Y | +36.9% | -23.8% | +60.8% | +40.0% |
| 5Y | +32.5% | -22.6% | +55.1% | +34.0% |
| 10Y | +126.8% | +139.3% | -12.6% | +81.7% |
| All | +478.5% | +10,327.4% | -9,849.0% | +218.5% |
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