-1.3%
CNC vs CMS
+35.3%
-36.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -1.8% | -3.2% | +1.3% | -1.0% |
| 3M | -0.7% | -2.2% | +1.5% | -0.3% |
| 6M | +47.9% | -9.4% | +57.4% | +52.2% |
| YTD | +56.9% | +0.7% | +56.3% | +55.8% |
| 1Y | +123.9% | +0.4% | +123.6% | +122.1% |
| 3Y | -1.3% | +35.2% | -36.4% | -6.8% |
| All | -1.3% | +35.3% | -36.6% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling