+45.9%
CSCO vs CMS
+1.4%
+44.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.9% |
| 7D | -6.1% | +4.1% | -10.1% | -5.2% |
| 30D | -8.2% | +10.9% | -19.0% | -6.4% |
| 3M | -14.6% | -0.2% | -14.3% | -14.7% |
| 6M | +12.7% | -4.7% | +17.4% | +12.1% |
| YTD | +37.0% | +3.9% | +33.1% | +36.6% |
| 1Y | +45.9% | +0.4% | +45.6% | +44.4% |
| All | +45.9% | +1.4% | +44.5% | +44.4% |
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