+376.2%
CMS vs FE
+566.1%
-189.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | +8.6% | +6.4% | +2.2% | +4.9% |
| 3M | -0.5% | -0.5% | 0.0% | -0.2% |
| 6M | -4.2% | +4.7% | -8.9% | -6.6% |
| YTD | +3.4% | +8.4% | -4.9% | -1.2% |
| 1Y | +0.4% | +7.2% | -6.8% | -3.4% |
| 3Y | +38.2% | +44.9% | -6.7% | +11.6% |
| 5Y | +35.4% | +46.3% | -10.9% | +8.7% |
| 10Y | +131.7% | +110.3% | +21.4% | +41.2% |
| All | +376.2% | +566.1% | -189.9% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling