+88.1%
CSCO vs CMS
+32.6%
+55.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.5% |
| 7D | -10.2% | -1.3% | -8.9% | -10.0% |
| 30D | -20.1% | +6.3% | -26.4% | -21.2% |
| 3M | -22.4% | -2.1% | -20.3% | -22.1% |
| 6M | +2.8% | -5.1% | +7.9% | +3.5% |
| YTD | +23.6% | +1.3% | +22.4% | +22.0% |
| 1Y | +34.0% | -1.4% | +35.4% | +33.2% |
| 3Y | +89.3% | +36.9% | +52.3% | +67.6% |
| All | +88.1% | +32.6% | +55.5% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling