+59.7%
CMS vs TW
+286.2%
-226.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -0.5% | +4.2% | -4.7% | -1.1% |
| 30D | +7.2% | +18.9% | -11.7% | +4.4% |
| 3M | -1.3% | +23.8% | -25.0% | -4.4% |
| 6M | -4.3% | +17.0% | -21.4% | -6.8% |
| YTD | +2.1% | +19.2% | -17.2% | -1.2% |
| 1Y | -0.6% | +20.1% | -20.7% | -3.9% |
| 3Y | +38.0% | +40.5% | -2.5% | +28.3% |
| 5Y | +33.6% | +38.1% | -4.4% | +22.3% |
| All | +59.7% | +286.2% | -226.5% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling