+132.3%
CMS vs Z
-11.7%
+144.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.4% |
| 7D | -0.9% | -5.2% | +4.3% | -0.7% |
| 30D | +7.1% | +5.7% | +1.3% | +6.7% |
| 3M | -1.3% | -8.7% | +7.5% | -1.1% |
| 6M | -2.7% | -26.0% | +23.3% | -1.7% |
| YTD | +2.6% | -55.0% | +57.7% | +5.8% |
| 1Y | -2.0% | -58.0% | +56.0% | +1.3% |
| 3Y | +39.6% | -15.2% | +54.8% | +38.1% |
| 5Y | +35.3% | -53.8% | +89.1% | +35.2% |
| 10Y | +132.3% | -14.5% | +146.9% | +114.6% |
| All | +132.3% | -11.7% | +144.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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