+25.9%
CMS vs WY
-21.8%
+47.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -3.6% | -10.1% | +6.5% | -1.1% |
| 3M | -1.9% | -5.1% | +3.2% | -0.8% |
| 6M | -11.0% | -4.8% | -6.2% | -10.2% |
| YTD | +0.2% | -0.2% | +0.4% | -0.3% |
| 1Y | -1.3% | -6.6% | +5.3% | -0.3% |
| 3Y | +35.9% | -22.7% | +58.7% | +42.4% |
| All | +25.9% | -21.8% | +47.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling