+362.3%
CSCO vs CMS
+115.7%
+246.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | -10.1% | -3.6% | -6.5% | -9.1% |
| 3M | -15.7% | -1.9% | -13.8% | -15.6% |
| 6M | +36.3% | -11.0% | +47.2% | +40.9% |
| YTD | +43.8% | +0.2% | +43.6% | +42.5% |
| 1Y | +63.9% | -1.3% | +65.3% | +62.9% |
| 3Y | +104.4% | +35.9% | +68.4% | +77.5% |
| 5Y | +111.4% | +23.1% | +88.3% | +88.6% |
| All | +362.3% | +115.7% | +246.6% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling