+34.7%
CMS vs MTB
+63.3%
-28.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +6.3% | +0.5% | +5.8% | +6.2% |
| 3M | -2.1% | -12.4% | +10.3% | -0.3% |
| 6M | -5.1% | +1.5% | -6.6% | -5.4% |
| YTD | +1.3% | +10.3% | -9.0% | -0.3% |
| 1Y | -1.4% | +22.2% | -23.6% | -4.4% |
| 3Y | +36.9% | +96.9% | -60.0% | +21.6% |
| All | +34.7% | +63.3% | -28.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling