+25.9%
CSCO vs CMS
-2.7%
+28.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -5.9% |
| 7D | +1.9% | +1.7% | +0.2% | +2.3% |
| 30D | -15.8% | +6.2% | -22.0% | -14.8% |
| 3M | -15.4% | +0.6% | -16.0% | -15.3% |
| 6M | -5.4% | -1.8% | -3.6% | -6.0% |
| YTD | +26.5% | +3.8% | +22.6% | +25.2% |
| 1Y | +25.9% | -1.8% | +27.7% | +23.1% |
| All | +25.9% | -2.7% | +28.6% | +23.1% |
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