+166.5%
CMS vs P
+485.4%
-318.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | +0.4% | +6.5% | -6.2% | +0.2% |
| 30D | -3.6% | +18.8% | -22.4% | -3.9% |
| 3M | -1.9% | +26.7% | -28.7% | -2.5% |
| 6M | -11.0% | +62.2% | -73.1% | -12.1% |
| YTD | +0.2% | +48.5% | -48.3% | -1.0% |
| 1Y | -1.3% | +26.4% | -27.7% | -2.3% |
| 3Y | +35.9% | +159.4% | -123.5% | +29.2% |
| 5Y | +23.1% | +275.8% | -252.7% | +13.6% |
| 10Y | +117.9% | +732.0% | -614.1% | +87.6% |
| All | +166.5% | +485.4% | -318.9% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling