+122.2%
CMS vs GWW
+553.5%
-431.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | -1.3% | -1.4% | +0.1% | -1.0% |
| 3M | -5.4% | -3.6% | -1.7% | -4.8% |
| 6M | -10.3% | +15.1% | -25.5% | -13.2% |
| YTD | -0.2% | +27.5% | -27.7% | -5.7% |
| 1Y | -0.9% | +29.6% | -30.5% | -6.7% |
| 3Y | +34.0% | +90.1% | -56.1% | +14.2% |
| 5Y | +23.6% | +222.6% | -199.1% | -7.2% |
| 10Y | +122.2% | +566.5% | -444.3% | +50.3% |
| All | +122.2% | +553.5% | -431.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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