+172.1%
EXC vs CMS
+125.4%
+46.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | 0.0% |
| 30D | +10.0% | +6.3% | +3.6% | +4.3% |
| 3M | +1.6% | -2.1% | +3.7% | +3.5% |
| 6M | +3.3% | -5.1% | +8.4% | +8.0% |
| YTD | +7.6% | +1.3% | +6.3% | +6.2% |
| 1Y | +3.5% | -1.4% | +4.9% | +4.4% |
| 3Y | +27.7% | +36.9% | -9.3% | -3.6% |
| 5Y | +41.1% | +32.5% | +8.6% | +8.4% |
| All | +172.1% | +125.4% | +46.7% | +33.5% |
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