+37.3%
CMS vs FE
+49.5%
-12.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +0.4% | +1.9% | -1.6% | -1.0% |
| 30D | -3.6% | -1.2% | -2.4% | -2.8% |
| 3M | -1.9% | +3.5% | -5.4% | -4.2% |
| 6M | -11.0% | -6.1% | -4.9% | -7.2% |
| YTD | +0.2% | +7.6% | -7.4% | -4.8% |
| 1Y | -1.3% | +11.9% | -13.2% | -8.7% |
| All | +37.3% | +49.5% | -12.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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