+1,160.5%
CMS vs MKTX
+1,442.6%
-282.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -4.1% | +0.7% | -4.8% | -4.2% |
| 3M | -7.1% | +40.8% | -47.9% | -12.5% |
| 6M | -10.1% | -8.0% | -2.1% | -9.7% |
| YTD | -1.7% | -8.7% | +7.0% | -1.3% |
| 1Y | -3.4% | -11.8% | +8.5% | -2.6% |
| 3Y | +31.6% | -24.0% | +55.6% | +33.4% |
| 5Y | +23.3% | -60.3% | +83.6% | +36.1% |
| 10Y | +118.9% | +5.0% | +113.9% | +101.5% |
| All | +1,160.5% | +1,442.6% | -282.1% | +535.6% |
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