+351.8%
CMS vs FIVE
+826.1%
-474.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.1% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +8.6% | +14.9% | -6.3% | +7.5% |
| 3M | -0.5% | +7.6% | -8.1% | -1.1% |
| 6M | -4.2% | +6.4% | -10.6% | -5.0% |
| YTD | +3.4% | +28.1% | -24.6% | +1.0% |
| 1Y | +0.4% | +54.7% | -54.3% | -3.4% |
| 3Y | +38.2% | +36.1% | +2.2% | +32.2% |
| 5Y | +35.4% | +14.9% | +20.5% | +29.6% |
| 10Y | +131.7% | +578.8% | -447.2% | +85.0% |
| All | +351.8% | +826.1% | -474.4% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling