-4.2%
CMS vs FIVE
+3.9%
-8.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.4% |
| 7D | +1.7% | -1.7% | +3.4% | +1.6% |
| 30D | +8.6% | +14.9% | -6.3% | +9.0% |
| 3M | -0.5% | +7.6% | -8.1% | +0.2% |
| 6M | -4.2% | +6.4% | -10.6% | -4.0% |
| All | -4.2% | +3.9% | -8.1% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling