+104.9%
CNC vs CMS
-0.8%
+105.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +4.0% | +0.5% | +3.5% | +4.0% |
| 30D | +7.4% | +7.4% | 0.0% | +5.9% |
| 3M | +5.4% | +1.9% | +3.6% | +4.9% |
| 6M | +25.4% | -2.3% | +27.8% | +25.9% |
| YTD | +70.6% | +3.0% | +67.6% | +68.1% |
| 1Y | +104.9% | -2.8% | +107.7% | +120.3% |
| All | +104.9% | -0.8% | +105.7% | +120.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling