+37.7%
CMS vs S
-52.7%
+90.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.1% |
| 7D | -1.3% | -13.4% | +12.1% | -1.4% |
| 30D | +6.3% | -14.0% | +20.3% | +6.2% |
| 3M | -2.1% | +4.9% | -6.9% | -2.0% |
| 6M | -5.1% | +42.0% | -47.1% | -4.9% |
| YTD | +1.3% | +45.1% | -43.9% | +1.5% |
| 1Y | -1.4% | +33.1% | -34.5% | -1.2% |
| 3Y | +36.9% | +40.6% | -3.7% | +36.9% |
| 5Y | +32.5% | -67.5% | +100.0% | +28.2% |
| All | +37.7% | -52.7% | +90.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling