+199.4%
CTVA vs CMS
+49.5%
+149.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.9% |
| 30D | -17.6% | +6.3% | -24.0% | -19.9% |
| 3M | +3.4% | -2.1% | +5.5% | +4.3% |
| 6M | -2.6% | -5.1% | +2.5% | -0.5% |
| YTD | +19.1% | +1.3% | +17.9% | +18.0% |
| 1Y | +26.8% | -1.4% | +28.2% | +27.0% |
| 3Y | +63.9% | +36.9% | +26.9% | +39.5% |
| 5Y | +75.7% | +32.5% | +43.2% | +48.6% |
| All | +199.4% | +49.5% | +149.8% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling