-8.3%
CNC vs CMS
+36.1%
-44.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | +4.9% | +7.1% | -2.2% | +2.4% |
| 3M | +4.2% | -1.3% | +5.5% | +4.6% |
| 6M | +22.5% | -2.7% | +25.1% | +23.3% |
| YTD | +66.6% | +2.6% | +63.9% | +64.1% |
| 1Y | +82.5% | -2.0% | +84.5% | +83.1% |
| 3Y | -4.1% | +39.6% | -43.7% | -16.2% |
| 5Y | -8.3% | +35.3% | -43.7% | -19.6% |
| All | -8.3% | +36.1% | -44.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling