+196.7%
EXC vs CMS
+140.2%
+56.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.1% |
| 7D | +1.4% | +1.7% | -0.4% | -0.1% |
| 30D | +8.6% | +6.2% | +2.4% | +3.1% |
| 3M | +2.4% | +0.6% | +1.8% | +1.9% |
| 6M | +6.5% | -1.8% | +8.2% | +8.1% |
| YTD | +9.0% | +3.8% | +5.2% | +5.3% |
| 1Y | +4.6% | -1.8% | +6.4% | +6.0% |
| 3Y | +33.5% | +39.8% | -6.3% | -0.8% |
| 5Y | +41.4% | +37.1% | +4.3% | +5.6% |
| All | +196.7% | +140.2% | +56.4% | +40.0% |
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