+36.9%
CMS vs P
+175.5%
-138.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -2.0% |
| 7D | -1.3% | -23.8% | +22.5% | -2.3% |
| 30D | +6.3% | -36.6% | +42.9% | +4.7% |
| 3M | -2.1% | +10.9% | -12.9% | -1.4% |
| 6M | -5.1% | +30.0% | -35.1% | -3.5% |
| YTD | +1.3% | +44.4% | -43.1% | +3.5% |
| 1Y | -1.4% | +3.9% | -5.3% | -0.1% |
| 3Y | +36.9% | +176.6% | -139.7% | +42.5% |
| All | +36.9% | +175.5% | -138.6% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling