+25.9%
CMS vs USFR
+20.4%
+5.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | +0.3% | -3.9% | -3.4% |
| 3M | -1.9% | +1.0% | -2.9% | -1.3% |
| 6M | -11.0% | +1.9% | -12.9% | -9.7% |
| YTD | +0.2% | +2.6% | -2.4% | +2.1% |
| 1Y | -1.3% | +4.0% | -5.3% | +1.5% |
| 3Y | +35.9% | +14.1% | +21.8% | +65.9% |
| All | +25.9% | +20.4% | +5.5% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling