+459.7%
CMS vs WY
+688.1%
-228.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 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% | -0.4% |
| 3Y | +35.9% | -22.7% | +58.7% | +42.2% |
| 5Y | +23.1% | -22.2% | +45.3% | +26.7% |
| 10Y | +117.9% | +7.3% | +110.6% | +94.7% |
| All | +459.7% | +688.1% | -228.4% | +210.6% |
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