+140.2%
CMS vs M
-7.1%
+147.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +1.7% | +7.0% | -5.3% | +1.4% |
| 30D | +6.2% | +8.9% | -2.7% | +5.8% |
| 3M | +0.6% | +4.5% | -3.9% | +0.4% |
| 6M | -1.8% | +36.2% | -38.0% | -3.2% |
| YTD | +3.8% | +15.1% | -11.3% | +3.0% |
| 1Y | -1.8% | +27.4% | -29.2% | -3.1% |
| 3Y | +39.8% | +160.1% | -120.3% | +32.3% |
| 5Y | +37.1% | -1.6% | +38.7% | +33.6% |
| All | +140.2% | -7.1% | +147.3% | +90.6% |
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