+39.8%
CMS vs WAB
+168.8%
-129.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | +1.7% | +5.1% | -3.3% | +1.3% |
| 30D | +6.2% | +4.0% | +2.2% | +5.8% |
| 3M | +0.6% | +0.1% | +0.5% | +0.6% |
| 6M | -1.8% | +12.8% | -14.5% | -3.0% |
| YTD | +3.8% | +40.1% | -36.2% | +0.8% |
| 1Y | -1.8% | +46.4% | -48.1% | -4.9% |
| 3Y | +39.8% | +167.4% | -127.5% | +8.2% |
| All | +39.8% | +168.8% | -129.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling