+34.7%
CMS vs TW
+37.3%
-2.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.1% |
| 7D | -1.3% | +4.2% | -5.5% | -1.8% |
| 30D | +6.3% | +18.9% | -12.6% | +4.4% |
| 3M | -2.1% | +23.8% | -25.8% | -4.3% |
| 6M | -5.1% | +17.0% | -22.1% | -6.8% |
| YTD | +1.3% | +19.2% | -18.0% | -1.1% |
| 1Y | -1.4% | +20.1% | -21.5% | -3.8% |
| 3Y | +36.9% | +40.5% | -3.6% | +30.1% |
| All | +34.7% | +37.3% | -2.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling