+2,502.2%
EXC vs CMS
+475.9%
+2,026.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.4% | +1.7% | -0.3% | +0.6% |
| 30D | +11.6% | +8.6% | +3.0% | +7.8% |
| 3M | +2.7% | -0.5% | +3.1% | +3.0% |
| 6M | +2.7% | -4.2% | +6.8% | +4.7% |
| YTD | +9.7% | +3.4% | +6.3% | +8.3% |
| 1Y | +4.5% | +0.4% | +4.1% | +4.5% |
| 3Y | +28.5% | +38.2% | -9.7% | +12.6% |
| 5Y | +43.9% | +35.4% | +8.5% | +27.9% |
| 10Y | +183.7% | +131.7% | +52.1% | +111.6% |
| All | +2,502.2% | +475.9% | +2,026.3% | +1,269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling