+465.5%
CMS vs GWW
+15,772.9%
-15,307.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.3% | +6.0% | -7.3% | -2.7% |
| 30D | +6.3% | +14.0% | -7.7% | +2.9% |
| 3M | -2.1% | +12.5% | -14.6% | -5.0% |
| 6M | -5.1% | +23.6% | -28.7% | -10.2% |
| YTD | +1.3% | +43.6% | -42.4% | -7.9% |
| 1Y | -1.4% | +52.5% | -53.9% | -11.7% |
| 3Y | +36.9% | +92.6% | -55.6% | +14.2% |
| 5Y | +32.5% | +219.0% | -186.5% | -3.7% |
| 10Y | +126.8% | +713.8% | -587.0% | +24.1% |
| All | +465.5% | +15,772.9% | -15,307.3% | +56.7% |
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 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