+40.5%
CVS vs CMS
+117.1%
-76.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +0.4% | -3.2% | +3.5% | +1.5% |
| 3M | -0.4% | -2.2% | +1.8% | +0.3% |
| 6M | +25.1% | -9.4% | +34.6% | +29.4% |
| YTD | +23.9% | +0.7% | +23.2% | +23.0% |
| 1Y | +41.1% | +0.4% | +40.7% | +40.1% |
| 3Y | +63.6% | +35.2% | +28.4% | +43.3% |
| 5Y | +31.5% | +24.1% | +7.4% | +18.0% |
| 10Y | +40.5% | +115.8% | -75.3% | +18.0% |
| All | +40.5% | +117.1% | -76.6% | +18.0% |
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