+25.9%
CMS vs FIVE
+31.2%
-5.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.3% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | -3.6% | +12.5% | -16.1% | -3.9% |
| 3M | -1.9% | +31.2% | -33.2% | -2.7% |
| 6M | -11.0% | +14.4% | -25.3% | -11.4% |
| YTD | +0.2% | +33.9% | -33.7% | -0.9% |
| 1Y | -1.3% | +65.1% | -66.4% | -3.1% |
| 3Y | +35.9% | +49.0% | -13.0% | +36.0% |
| All | +25.9% | +31.2% | -5.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling