+35.8%
EQT vs CMS
+33.6%
+2.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | -1.3% | +0.2% | -0.8% |
| 30D | +1.1% | -2.8% | +3.9% | +1.9% |
| 3M | +4.8% | -7.1% | +11.9% | +7.0% |
| 6M | -10.6% | -10.0% | -0.5% | -8.0% |
| YTD | +3.4% | -0.9% | +4.4% | +3.3% |
| 1Y | +8.7% | -2.0% | +10.7% | +8.9% |
| All | +35.8% | +33.6% | +2.3% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling