+472.4%
CMS vs FDS
+9,502.8%
-9,030.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.7% |
| 30D | -3.6% | +9.0% | -12.6% | -5.3% |
| 3M | -1.9% | +18.9% | -20.8% | -5.6% |
| 6M | -11.0% | +35.1% | -46.1% | -17.1% |
| YTD | +0.2% | +5.5% | -5.3% | -2.6% |
| 1Y | -1.3% | -16.8% | +15.5% | 0.0% |
| 3Y | +35.9% | -28.1% | +64.0% | +40.9% |
| 5Y | +23.1% | -17.4% | +40.5% | +23.1% |
| 10Y | +117.9% | +85.4% | +32.5% | +83.5% |
| All | +472.4% | +9,502.8% | -9,030.4% | +221.1% |
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