+8.0%
EXE vs CMS
+35.4%
-27.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | -4.0% | +6.3% | -10.3% | -5.1% |
| 3M | -7.5% | -2.1% | -5.4% | -7.3% |
| 6M | -11.7% | -5.1% | -6.6% | -11.0% |
| YTD | -22.0% | +1.3% | -23.2% | -22.5% |
| 1Y | -21.8% | -1.4% | -20.4% | -21.9% |
| 3Y | +8.0% | +36.9% | -28.9% | -0.3% |
| All | +8.0% | +35.4% | -27.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling