+137.6%
CMS vs M
-6.5%
+144.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | +6.6% | +8.1% | -1.5% | +6.2% |
| 3M | +0.8% | +2.2% | -1.4% | +0.6% |
| 6M | -3.3% | +35.1% | -38.5% | -4.7% |
| YTD | +2.7% | +15.8% | -13.1% | +1.8% |
| 1Y | -4.0% | +25.8% | -29.9% | -5.2% |
| 3Y | +37.6% | +156.2% | -118.6% | +30.3% |
| 5Y | +35.4% | -2.4% | +37.8% | +32.0% |
| All | +137.6% | -6.5% | +144.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling