+100.6%
CMS vs FND
+58.4%
+42.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.9% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | -3.2% | -23.6% | +20.4% | -1.0% |
| 3M | -2.2% | +4.3% | -6.5% | -2.8% |
| 6M | -9.4% | -20.3% | +10.8% | -8.1% |
| YTD | +0.7% | -21.3% | +22.0% | +2.0% |
| 1Y | +0.4% | -45.4% | +45.7% | +4.7% |
| 3Y | +35.2% | -48.9% | +84.0% | +39.9% |
| 5Y | +24.1% | -61.0% | +85.2% | +28.6% |
| All | +100.6% | +58.4% | +42.1% | +80.8% |
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