+2,340.5%
EXC vs CMS
+457.8%
+1,882.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -3.7% | -3.6% | -0.1% | -2.2% |
| 3M | -1.3% | -1.9% | +0.6% | -0.4% |
| 6M | -9.7% | -11.0% | +1.3% | -5.0% |
| YTD | +2.9% | +0.2% | +2.7% | +2.9% |
| 1Y | +4.4% | -1.3% | +5.7% | +5.1% |
| 3Y | +22.2% | +35.9% | -13.7% | +7.9% |
| 5Y | +46.7% | +23.1% | +23.6% | +35.4% |
| 10Y | +155.3% | +117.9% | +37.4% | +95.0% |
| All | +2,340.5% | +457.8% | +1,882.7% | +1,201.7% |
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