+34.5%
CMS vs S
-71.1%
+105.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +2.0% | -0.2% | +1.7% |
| 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% | -1.7% |
| YTD | +3.8% | +48.0% | -44.2% | +3.9% |
| 1Y | -1.8% | +34.5% | -36.2% | -1.7% |
| 3Y | +39.8% | +38.3% | +1.5% | +39.4% |
| All | +34.5% | -71.1% | +105.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling