+172.1%
EXC vs CMS
+127.3%
+44.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -0.7% |
| 30D | +10.0% | +7.2% | +2.8% | +3.6% |
| 3M | +1.6% | -1.3% | +2.9% | +2.8% |
| 6M | +3.3% | -4.3% | +7.6% | +7.3% |
| YTD | +7.6% | +2.1% | +5.5% | +5.4% |
| 1Y | +3.5% | -0.6% | +4.1% | +3.7% |
| 3Y | +27.7% | +38.0% | -10.4% | -4.2% |
| 5Y | +41.1% | +33.6% | +7.5% | +7.6% |
| All | +172.1% | +127.3% | +44.9% | +32.6% |
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 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