+35.4%
CMS vs PL
+11.6%
+23.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.1% | +9.7% | -0.4% |
| 7D | +1.7% | -20.5% | +22.2% | +1.7% |
| 30D | +8.6% | -38.8% | +47.4% | +8.8% |
| 3M | -0.5% | -49.1% | +48.7% | -0.2% |
| 6M | -4.2% | -69.4% | +65.2% | -3.8% |
| YTD | +3.4% | -42.3% | +45.8% | +3.2% |
| 1Y | +0.4% | -14.2% | +14.6% | -0.3% |
| 3Y | +38.2% | +398.7% | -360.5% | +30.7% |
| 5Y | +35.4% | +11.1% | +24.3% | +29.4% |
| All | +35.4% | +11.6% | +23.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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