+41.2%
CMS vs S
-51.7%
+93.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +2.0% | -0.2% | +1.8% |
| 30D | +6.2% | -2.7% | +8.9% | +6.2% |
| 3M | +0.6% | -6.9% | +7.5% | +0.6% |
| 6M | -1.8% | +38.1% | -39.8% | -1.6% |
| YTD | +3.8% | +48.0% | -44.2% | +4.1% |
| 1Y | -1.8% | +34.5% | -36.2% | -1.5% |
| 3Y | +39.8% | +38.3% | +1.5% | +39.9% |
| 5Y | +37.1% | -70.9% | +108.0% | +32.2% |
| All | +41.2% | -51.7% | +93.0% | +42.1% |
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