+115.8%
CMS vs USFR
+28.1%
+87.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -3.2% | +0.3% | -3.5% | -3.0% |
| 3M | -2.2% | +1.0% | -3.2% | -1.9% |
| 6M | -9.4% | +1.9% | -11.4% | -8.8% |
| YTD | +0.7% | +2.7% | -2.0% | +1.7% |
| 1Y | +0.4% | +4.0% | -3.7% | +1.9% |
| 3Y | +35.2% | +14.0% | +21.1% | +43.8% |
| 5Y | +24.1% | +20.4% | +3.7% | +35.7% |
| 10Y | +115.8% | +28.1% | +87.7% | +152.4% |
| All | +115.8% | +28.1% | +87.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded USFR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling