-3.1%
CMS vs IBN
+14.7%
-17.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | -0.9% | +14.6% | -15.5% | -2.2% |
| 30D | +7.1% | +23.5% | -16.5% | +5.2% |
| 3M | -1.3% | +14.0% | -15.3% | -2.7% |
| 6M | -2.7% | +31.1% | -33.8% | -4.8% |
| YTD | +2.6% | +16.6% | -14.0% | -1.0% |
| All | -3.1% | +14.7% | -17.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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