+38.9%
CMS vs S
+38.0%
+0.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.3% |
| 7D | -0.5% | -13.4% | +12.9% | -0.8% |
| 30D | +7.2% | -14.0% | +21.2% | +6.9% |
| 3M | -1.3% | +4.9% | -6.1% | -1.1% |
| 6M | -4.3% | +42.0% | -46.3% | -3.6% |
| YTD | +2.1% | +45.1% | -43.1% | +2.9% |
| 1Y | -0.6% | +33.1% | -33.7% | +0.2% |
| All | +38.9% | +38.0% | +0.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling