+103.5%
CMS vs FND
+61.4%
+42.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -1.3% | -5.1% | +3.9% | -0.8% |
| 30D | +5.3% | +9.2% | -3.9% | +4.3% |
| 3M | -0.3% | -17.7% | +17.4% | +1.1% |
| 6M | -4.0% | +2.5% | -6.5% | -4.7% |
| YTD | +2.1% | -19.8% | +21.9% | +3.2% |
| 1Y | -4.7% | -22.7% | +18.0% | -3.5% |
| 3Y | +36.8% | -38.3% | +75.1% | +39.1% |
| 5Y | +34.9% | -63.0% | +97.8% | +40.4% |
| All | +103.5% | +61.4% | +42.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling