+475.1%
CMS vs WY
+606.3%
-131.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +7.4% | +8.0% | -0.6% | +5.3% |
| 3M | +1.9% | -17.7% | +19.5% | +6.6% |
| 6M | -2.3% | -10.8% | +8.4% | 0.0% |
| YTD | +3.0% | -10.6% | +13.6% | +5.1% |
| 1Y | -2.8% | -5.7% | +2.9% | -2.1% |
| 3Y | +37.9% | -24.8% | +62.7% | +45.0% |
| 5Y | +34.0% | -31.7% | +65.7% | +42.4% |
| 10Y | +138.1% | +2.9% | +135.2% | +114.8% |
| All | +475.1% | +606.3% | -131.2% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling