+197.7%
EXC vs CMS
+134.3%
+63.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +9.0% | +7.4% | +1.6% | +2.6% |
| 3M | +3.3% | +1.9% | +1.4% | +1.7% |
| 6M | +5.7% | -2.3% | +8.0% | +7.8% |
| YTD | +7.3% | +3.0% | +4.4% | +4.5% |
| 1Y | +2.9% | -2.8% | +5.7% | +5.2% |
| 3Y | +29.3% | +37.9% | -8.6% | -2.8% |
| 5Y | +40.1% | +34.0% | +6.1% | +6.7% |
| 10Y | +197.7% | +138.1% | +59.5% | +42.5% |
| All | +197.7% | +134.3% | +63.3% | +42.5% |
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