+962.8%
CMS vs M
+425.5%
+537.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.2% |
| 7D | +1.7% | -2.1% | +3.8% | +1.9% |
| 30D | +8.6% | +7.7% | +0.9% | +7.7% |
| 3M | -0.5% | -4.4% | +3.9% | -0.2% |
| 6M | -4.2% | +27.5% | -31.7% | -7.1% |
| YTD | +3.4% | +12.8% | -9.3% | +1.3% |
| 1Y | +0.4% | +20.7% | -20.3% | -2.5% |
| 3Y | +38.2% | +111.3% | -73.1% | +22.5% |
| 5Y | +35.4% | -6.3% | +41.7% | +26.7% |
| 10Y | +131.7% | +1.5% | +130.2% | +90.4% |
| All | +962.8% | +425.5% | +537.3% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling