+91.7%
CNC vs CMS
+116.0%
-24.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -4.9% | +0.2% | -5.0% | -5.0% |
| 30D | -3.8% | -1.3% | -2.5% | -3.2% |
| 3M | -3.2% | -5.4% | +2.1% | -0.9% |
| 6M | +47.9% | -10.3% | +58.2% | +55.1% |
| YTD | +55.7% | -0.2% | +55.9% | +54.5% |
| 1Y | +106.2% | -0.9% | +107.1% | +105.0% |
| 3Y | -2.1% | +34.0% | -36.0% | -17.5% |
| 5Y | +3.4% | +23.6% | -20.2% | -10.7% |
| 10Y | +91.7% | +122.2% | -30.6% | +28.9% |
| All | +91.7% | +116.0% | -24.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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