+138.1%
CMS vs Z
-19.5%
+157.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.6% |
| 7D | +0.5% | -6.5% | +7.0% | +0.7% |
| 30D | +7.4% | -0.1% | +7.5% | +7.3% |
| 3M | +1.9% | -14.1% | +16.0% | +2.3% |
| 6M | -2.3% | -30.1% | +27.7% | -1.1% |
| YTD | +3.0% | -57.5% | +60.5% | +6.4% |
| 1Y | -2.8% | -60.3% | +57.5% | +0.7% |
| 3Y | +37.9% | -21.0% | +58.9% | +36.9% |
| 5Y | +34.0% | -54.9% | +88.9% | +33.9% |
| 10Y | +138.1% | -16.0% | +154.1% | +122.5% |
| All | +138.1% | -19.5% | +157.6% | +122.5% |
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