+1,209.9%
CMS vs MKTX
+1,470.5%
-260.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +5.3% | +0.9% | +4.3% | +5.1% |
| 3M | -0.3% | +2.5% | -2.9% | -0.7% |
| 6M | -4.0% | +18.6% | -22.6% | -7.3% |
| YTD | +2.1% | -7.1% | +9.2% | +2.3% |
| 1Y | -4.7% | -0.3% | -4.4% | -5.7% |
| 3Y | +36.8% | -22.3% | +59.1% | +38.6% |
| 5Y | +34.9% | -54.5% | +89.4% | +45.7% |
| 10Y | +134.7% | +12.9% | +121.7% | +113.8% |
| All | +1,209.9% | +1,470.5% | -260.6% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling