+24.1%
CMS vs FND
-61.9%
+86.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.8% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | -3.2% | -23.6% | +20.4% | -1.3% |
| 3M | -2.2% | +4.3% | -6.5% | -2.7% |
| 6M | -9.4% | -20.3% | +10.8% | -8.3% |
| YTD | +0.7% | -21.3% | +22.0% | +1.8% |
| 1Y | +0.4% | -45.4% | +45.7% | +4.1% |
| 3Y | +35.2% | -48.9% | +84.0% | +39.3% |
| 5Y | +24.1% | -61.0% | +85.2% | +21.5% |
| All | +24.1% | -61.9% | +86.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling