+34.7%
CMS vs Z
-55.4%
+90.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -1.3% | -4.6% | +3.2% | -1.2% |
| 30D | +6.3% | +8.3% | -2.0% | +5.9% |
| 3M | -2.1% | -11.6% | +9.6% | -1.7% |
| 6M | -5.1% | -33.6% | +28.5% | -3.8% |
| YTD | +1.3% | -56.7% | +57.9% | +4.5% |
| 1Y | -1.4% | -59.1% | +57.7% | +2.0% |
| 3Y | +36.9% | -20.4% | +57.3% | +35.1% |
| All | +34.7% | -55.4% | +90.1% | +28.8% |
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