-1.4%
CMS vs M
+15.5%
-16.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.0% |
| 7D | -1.3% | -4.3% | +3.0% | -1.2% |
| 30D | +6.3% | +1.3% | +5.0% | +6.4% |
| 3M | -2.1% | -7.4% | +5.3% | -2.0% |
| 6M | -5.1% | +18.3% | -23.4% | -4.5% |
| YTD | +1.3% | +7.6% | -6.3% | +1.9% |
| 1Y | -1.4% | +17.4% | -18.8% | -1.3% |
| All | -1.4% | +15.5% | -16.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling