+324.2%
CSCO vs CMS
+134.3%
+189.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | +0.5% | -5.2% | -4.8% |
| 30D | -17.1% | +7.4% | -24.5% | -19.1% |
| 3M | -19.6% | +1.9% | -21.5% | -20.3% |
| 6M | +2.4% | -2.3% | +4.7% | +2.6% |
| YTD | +29.8% | +3.0% | +26.8% | +27.2% |
| 1Y | +38.7% | -2.8% | +41.5% | +38.6% |
| 3Y | +101.3% | +37.9% | +63.4% | +74.0% |
| 5Y | +94.8% | +34.0% | +60.9% | +68.0% |
| 10Y | +324.2% | +138.1% | +186.1% | +212.5% |
| All | +324.2% | +134.3% | +189.9% | +212.5% |
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