+204.7%
CTVA vs CMS
+51.6%
+153.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | -8.5% | +7.1% | -15.6% | -11.3% |
| 3M | +5.3% | -1.3% | +6.6% | +5.8% |
| 6M | -0.1% | -2.7% | +2.6% | +0.9% |
| YTD | +21.2% | +2.6% | +18.6% | +19.3% |
| 1Y | +27.0% | -2.0% | +29.0% | +27.6% |
| 3Y | +87.2% | +39.6% | +47.6% | +57.9% |
| 5Y | +77.9% | +35.3% | +42.6% | +48.9% |
| All | +204.7% | +51.6% | +153.1% | +173.8% |
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