-2.8%
CMS vs GWW
+55.9%
-58.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.5% | +5.5% | -5.0% | 0.0% |
| 30D | +7.4% | +14.4% | -7.0% | +6.2% |
| 3M | +1.9% | +13.7% | -11.9% | +0.7% |
| 6M | -2.3% | +20.1% | -22.4% | -4.0% |
| YTD | +3.0% | +47.1% | -44.1% | -1.1% |
| 1Y | -2.8% | +56.2% | -59.0% | -6.9% |
| All | -2.8% | +55.9% | -58.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling