+36.9%
CMS vs GWW
+92.7%
-55.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.3% | +6.0% | -7.3% | -2.0% |
| 30D | +6.3% | +14.0% | -7.7% | +4.8% |
| 3M | -2.1% | +12.5% | -14.6% | -3.4% |
| 6M | -5.1% | +23.6% | -28.7% | -7.5% |
| YTD | +1.3% | +43.6% | -42.4% | -3.3% |
| 1Y | -1.4% | +52.5% | -53.9% | -6.5% |
| 3Y | +36.9% | +92.6% | -55.6% | +23.9% |
| All | +36.9% | +92.7% | -55.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling