+3.3%
EXC vs CMS
-5.9%
+9.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | +0.1% |
| 30D | +10.0% | +6.3% | +3.6% | +4.0% |
| 3M | +1.6% | -2.1% | +3.7% | +3.4% |
| 6M | +3.3% | -5.1% | +8.4% | +8.1% |
| All | +3.3% | -5.9% | +9.1% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling