+34.5%
CMS vs P
+279.3%
-244.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.6% |
| 7D | +1.7% | +11.6% | -9.9% | +2.0% |
| 30D | +6.2% | -23.7% | +29.9% | +5.6% |
| 3M | +0.6% | -8.0% | +8.6% | +0.5% |
| 6M | -1.8% | +27.9% | -29.7% | -0.8% |
| YTD | +3.8% | +61.2% | -57.3% | +5.4% |
| 1Y | -1.8% | +28.6% | -30.4% | -0.5% |
| 3Y | +39.8% | +200.5% | -160.6% | +41.3% |
| All | +34.5% | +279.3% | -244.8% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling