-4.7%
CMS vs FND
-23.4%
+18.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.8% |
| 6M | -4.0% | +2.5% | -6.5% | -4.4% |
| YTD | +2.1% | -19.8% | +21.9% | +1.5% |
| 1Y | -4.7% | -22.7% | +18.0% | -5.2% |
| All | -4.7% | -23.4% | +18.7% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling