+104.4%
CMS vs FND
+76.3%
+28.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | +0.2% |
| 7D | -0.9% | +8.5% | -9.4% | -1.7% |
| 30D | +7.1% | +17.2% | -10.1% | +5.5% |
| 3M | -1.3% | -14.9% | +13.6% | -0.1% |
| 6M | -2.7% | +3.1% | -5.7% | -3.4% |
| YTD | +2.6% | -12.4% | +15.0% | +2.9% |
| 1Y | -2.0% | -10.0% | +8.0% | -2.1% |
| 3Y | +39.6% | -31.3% | +70.9% | +40.7% |
| 5Y | +35.3% | -60.3% | +95.7% | +40.1% |
| All | +104.4% | +76.3% | +28.1% | +82.4% |
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