+122.2%
CMS vs WY
+5.8%
+116.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | -1.3% | -9.9% | +8.6% | +1.4% |
| 3M | -5.4% | -7.5% | +2.1% | -3.6% |
| 6M | -10.3% | -5.1% | -5.2% | -9.4% |
| YTD | -0.2% | -2.1% | +1.9% | -0.2% |
| 1Y | -0.9% | -7.3% | +6.5% | +0.4% |
| 3Y | +34.0% | -22.6% | +56.6% | +40.7% |
| 5Y | +23.6% | -19.8% | +43.3% | +26.2% |
| 10Y | +122.2% | +9.6% | +112.7% | +88.8% |
| All | +122.2% | +5.8% | +116.5% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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