+132.3%
CMS vs M
+3.7%
+128.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.2% |
| 7D | -0.9% | +2.5% | -3.5% | -1.0% |
| 30D | +7.1% | +10.1% | -3.0% | +6.6% |
| 3M | -1.3% | -0.9% | -0.4% | -1.3% |
| 6M | -2.7% | +30.2% | -32.8% | -3.8% |
| YTD | +2.6% | +16.3% | -13.7% | +1.7% |
| 1Y | -2.0% | +27.0% | -29.0% | -3.3% |
| 3Y | +39.6% | +154.5% | -114.9% | +32.3% |
| 5Y | +35.3% | -1.1% | +36.4% | +31.9% |
| 10Y | +132.3% | +0.5% | +131.8% | +86.4% |
| All | +132.3% | +3.7% | +128.6% | +86.4% |
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