+337.6%
CMS vs FIVE
+868.1%
-530.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.6% |
| 7D | +0.4% | +4.3% | -3.9% | 0.0% |
| 30D | -3.6% | +12.5% | -16.1% | -4.5% |
| 3M | -1.9% | +31.2% | -33.2% | -4.0% |
| 6M | -11.0% | +14.4% | -25.3% | -12.2% |
| YTD | +0.2% | +33.9% | -33.7% | -2.4% |
| 1Y | -1.3% | +65.1% | -66.4% | -5.6% |
| 3Y | +35.9% | +49.0% | -13.0% | +29.1% |
| 5Y | +23.1% | +30.3% | -7.2% | +16.4% |
| 10Y | +117.9% | +481.1% | -363.2% | +75.4% |
| All | +337.6% | +868.1% | -530.6% | +230.0% |
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 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