-1.8%
CMS vs MKTX
-0.3%
-1.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +6.2% | +0.9% | +5.3% | +6.2% |
| 3M | +0.6% | +2.6% | -2.0% | +0.7% |
| 6M | -1.8% | +20.4% | -22.2% | -0.1% |
| YTD | +3.8% | -7.1% | +10.9% | +9.5% |
| 1Y | -1.8% | -2.8% | +1.0% | +3.0% |
| All | -1.8% | -0.3% | -1.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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