+24.1%
CMS vs GWW
+222.6%
-198.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.0% |
| 7D | +1.2% | -1.5% | +2.8% | +1.5% |
| 30D | -3.2% | +1.1% | -4.3% | -3.4% |
| 3M | -2.2% | -1.0% | -1.2% | -2.2% |
| 6M | -9.4% | +16.3% | -25.7% | -12.6% |
| YTD | +0.7% | +28.5% | -27.8% | -5.2% |
| 1Y | +0.4% | +30.3% | -29.9% | -5.9% |
| 3Y | +35.2% | +91.6% | -56.4% | +11.7% |
| 5Y | +24.1% | +224.0% | -199.8% | -11.7% |
| All | +24.1% | +222.6% | -198.5% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling