+480.3%
CMS vs IP
+345.0%
+135.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +4.1% | +3.4% | +0.7% | +3.4% |
| 30D | +10.9% | +11.2% | -0.4% | +8.5% |
| 3M | -0.2% | -14.8% | +14.5% | +2.6% |
| 6M | -4.7% | +17.3% | -22.0% | -8.5% |
| YTD | +3.9% | -6.2% | +10.1% | +3.4% |
| 1Y | +0.4% | +2.3% | -2.0% | -2.0% |
| 3Y | +38.8% | +17.7% | +21.1% | +27.6% |
| 5Y | +37.1% | -8.4% | +45.5% | +31.3% |
| 10Y | +132.7% | +32.1% | +100.6% | +97.6% |
| All | +480.3% | +345.0% | +135.3% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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