+60.5%
CMS vs TW
+287.8%
-227.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.9% | +3.4% | -4.3% | -1.4% |
| 30D | +7.1% | +15.5% | -8.4% | +4.8% |
| 3M | -1.3% | +25.1% | -26.4% | -4.6% |
| 6M | -2.7% | +18.2% | -20.8% | -5.3% |
| YTD | +2.6% | +19.7% | -17.1% | -0.8% |
| 1Y | -2.0% | +18.1% | -20.1% | -5.0% |
| 3Y | +39.6% | +40.5% | -0.9% | +29.8% |
| 5Y | +35.3% | +37.1% | -1.8% | +24.1% |
| All | +60.5% | +287.8% | -227.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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