+4,817.2%
CNC vs CMS
+521.6%
+4,295.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.3% | -1.1% | -6.2% | -6.9% |
| 30D | +5.2% | +6.6% | -1.4% | +3.1% |
| 3M | +8.6% | +0.8% | +7.8% | +8.4% |
| 6M | +25.1% | -3.3% | +28.4% | +26.1% |
| YTD | +71.3% | +2.7% | +68.6% | +69.1% |
| 1Y | +99.3% | -4.0% | +103.3% | +101.3% |
| 3Y | -1.9% | +37.6% | -39.5% | -12.3% |
| 5Y | -6.4% | +35.4% | -41.8% | -16.5% |
| 10Y | +178.1% | +136.0% | +42.1% | +110.6% |
| All | +4,817.2% | +521.6% | +4,295.6% | +2,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling