+36.9%
CMS vs IBN
+51.2%
-14.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.6% |
| 7D | -1.3% | +15.1% | -16.4% | -2.9% |
| 30D | +6.3% | +21.6% | -15.3% | +4.1% |
| 3M | -2.1% | +11.2% | -13.2% | -3.3% |
| 6M | -5.1% | +27.8% | -32.8% | -7.7% |
| YTD | +1.3% | +14.7% | -13.4% | -0.6% |
| 1Y | -1.4% | +14.4% | -15.8% | -3.1% |
| 3Y | +36.9% | +52.1% | -15.2% | +26.9% |
| All | +36.9% | +51.2% | -14.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling