-18.9%
EXE vs CMS
+1.4%
-20.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -4.7% | +4.1% | -8.7% | -5.3% |
| 30D | +1.0% | +10.9% | -9.8% | -0.8% |
| 3M | -5.6% | -0.2% | -5.4% | -5.8% |
| 6M | -12.3% | -4.7% | -7.6% | -11.7% |
| YTD | -19.5% | +3.9% | -23.4% | -22.1% |
| 1Y | -18.9% | +0.4% | -19.2% | -20.1% |
| All | -18.9% | +1.4% | -20.3% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling