+34.7%
CMS vs FND
-61.6%
+96.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.3% | +7.7% | -9.0% | -1.9% |
| 30D | +6.3% | +11.9% | -5.5% | +5.3% |
| 3M | -2.1% | -14.6% | +12.5% | -1.1% |
| 6M | -5.1% | +0.5% | -5.5% | -5.5% |
| YTD | +1.3% | -15.8% | +17.1% | +1.7% |
| 1Y | -1.4% | -12.9% | +11.5% | -1.2% |
| 3Y | +36.9% | -34.2% | +71.1% | +38.4% |
| All | +34.7% | -61.6% | +96.2% | +31.0% |
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