+136.0%
CMS vs P
+686.0%
-550.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.7% | -0.3% |
| 7D | -1.1% | -4.7% | +3.6% | -1.1% |
| 30D | +6.6% | -31.4% | +38.0% | +7.2% |
| 3M | +0.8% | -2.6% | +3.4% | +0.6% |
| 6M | -3.3% | +21.9% | -25.3% | -4.0% |
| YTD | +2.7% | +58.9% | -56.2% | +1.1% |
| 1Y | -4.0% | +21.7% | -25.8% | -5.0% |
| 3Y | +37.6% | +193.3% | -155.7% | +29.0% |
| 5Y | +35.4% | +275.1% | -239.7% | +23.6% |
| 10Y | +136.0% | +655.3% | -519.3% | +100.8% |
| All | +136.0% | +686.0% | -550.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling