+37.3%
CMS vs M
+117.7%
-80.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +0.4% | +4.7% | -4.4% | +0.2% |
| 30D | -3.6% | -9.6% | +6.0% | -3.4% |
| 3M | -1.9% | +0.9% | -2.8% | -2.0% |
| 6M | -11.0% | +22.3% | -33.2% | -11.5% |
| YTD | +0.2% | +6.5% | -6.3% | 0.0% |
| 1Y | -1.3% | +38.8% | -40.1% | -2.5% |
| All | +37.3% | +117.7% | -80.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling