+132.3%
CMS vs USFR
+28.5%
+103.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +7.1% | +0.4% | +6.7% | +7.2% |
| 3M | -1.3% | +1.1% | -2.3% | -0.9% |
| 6M | -2.7% | +2.0% | -4.7% | -2.0% |
| YTD | +2.6% | +3.4% | -0.8% | +3.8% |
| 1Y | -2.0% | +4.1% | -6.1% | -0.7% |
| 3Y | +39.6% | +14.3% | +25.3% | +47.7% |
| 5Y | +35.3% | +21.3% | +14.0% | +47.1% |
| 10Y | +132.3% | +28.5% | +103.9% | +161.2% |
| All | +132.3% | +28.5% | +103.9% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling