+106.4%
CSCO vs CMS
+36.5%
+70.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -10.1% | -3.6% | -6.5% | -9.9% |
| 3M | -15.7% | -1.9% | -13.8% | -16.0% |
| 6M | +36.3% | -11.0% | +47.2% | +37.6% |
| YTD | +43.8% | +0.2% | +43.6% | +42.6% |
| 1Y | +63.9% | -1.3% | +65.3% | +62.6% |
| All | +106.4% | +36.5% | +70.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling