+32.3%
CMS vs P
+286.7%
-254.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.5% |
| 7D | -1.3% | +17.8% | -19.1% | -0.9% |
| 30D | +5.3% | -29.9% | +35.1% | +4.5% |
| 3M | -0.3% | -1.2% | +0.8% | -0.3% |
| 6M | -4.0% | +32.1% | -36.2% | -3.0% |
| YTD | +2.1% | +64.3% | -62.2% | +3.7% |
| 1Y | -4.7% | +24.3% | -29.0% | -3.6% |
| 3Y | +36.8% | +203.2% | -166.4% | +38.4% |
| All | +32.3% | +286.7% | -254.5% | +32.0% |
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