+35.4%
CMS vs Z
-54.5%
+89.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.1% | -13.1% | +11.9% | -0.6% |
| 30D | +6.6% | +5.9% | +0.7% | +6.3% |
| 3M | +0.8% | -13.7% | +14.5% | +1.2% |
| 6M | -3.3% | -27.1% | +23.8% | -2.4% |
| YTD | +2.7% | -56.8% | +59.5% | +6.0% |
| 1Y | -4.0% | -60.2% | +56.2% | -0.6% |
| 3Y | +37.6% | -19.7% | +57.3% | +35.7% |
| 5Y | +35.4% | -53.7% | +89.1% | +29.3% |
| All | +35.4% | -54.5% | +89.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling