+270.5%
CMS vs USFR
+27.5%
+243.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -1.9% | +1.0% | -2.9% | -2.1% |
| 6M | -11.0% | +1.9% | -12.9% | -11.4% |
| YTD | +0.2% | +2.6% | -2.4% | -0.4% |
| 1Y | -1.3% | +4.0% | -5.3% | -2.2% |
| 3Y | +35.9% | +14.1% | +21.8% | +32.2% |
| 5Y | +23.1% | +20.4% | +2.7% | +18.3% |
| 10Y | +117.9% | +28.0% | +89.9% | +106.2% |
| All | +270.5% | +27.5% | +243.0% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling