+179.3%
EXE vs CMS
+43.1%
+136.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | +6.4% | -3.2% | +9.6% | +7.1% |
| 3M | +9.2% | -2.2% | +11.5% | +9.6% |
| 6M | -7.0% | -9.4% | +2.4% | -5.1% |
| YTD | -9.5% | +0.7% | -10.1% | -9.9% |
| 1Y | +6.2% | +0.4% | +5.9% | +5.7% |
| 3Y | +20.7% | +35.2% | -14.4% | +11.3% |
| 5Y | +103.6% | +24.1% | +79.5% | +97.3% |
| All | +179.3% | +43.1% | +136.2% | +188.3% |
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