+473.2%
CMS vs GWW
+15,877.3%
-15,404.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.9% | +5.3% | -6.2% | -2.2% |
| 30D | +7.1% | +12.4% | -5.4% | +4.0% |
| 3M | -1.3% | +13.7% | -15.0% | -4.5% |
| 6M | -2.7% | +18.0% | -20.7% | -6.8% |
| YTD | +2.6% | +44.6% | -41.9% | -6.8% |
| 1Y | -2.0% | +53.1% | -55.1% | -12.4% |
| 3Y | +39.6% | +90.2% | -50.6% | +16.8% |
| 5Y | +35.3% | +215.0% | -179.7% | -1.4% |
| 10Y | +132.3% | +658.9% | -526.6% | +29.5% |
| All | +473.2% | +15,877.3% | -15,404.1% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling