+131.2%
CTVA vs CMS
+50.8%
+80.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.6% | -23.7% | -24.0% |
| 7D | -23.7% | -1.3% | -22.4% | -23.2% |
| 30D | -31.2% | +5.3% | -36.5% | -32.7% |
| 3M | -18.7% | -0.3% | -18.4% | -18.6% |
| 6M | -25.5% | -4.0% | -21.5% | -24.2% |
| YTD | -8.0% | +2.1% | -10.1% | -9.2% |
| 1Y | -7.0% | -4.7% | -2.3% | -5.3% |
| 3Y | +45.2% | +36.8% | +8.4% | +23.8% |
| 5Y | +32.3% | +34.9% | -2.6% | +11.0% |
| All | +131.2% | +50.8% | +80.4% | +108.4% |
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 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