+80.3%
EXE vs CMS
+36.3%
+44.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.4% |
| 7D | +5.3% | +1.7% | +3.6% | +4.8% |
| 30D | -2.2% | +6.2% | -8.4% | -3.9% |
| 3M | -5.9% | +0.6% | -6.5% | -6.1% |
| 6M | -5.7% | -1.8% | -3.9% | -5.5% |
| YTD | -17.8% | +3.8% | -21.7% | -19.2% |
| 1Y | -23.1% | -1.8% | -21.4% | -23.1% |
| 3Y | +21.2% | +39.8% | -18.6% | +6.3% |
| All | +80.3% | +36.3% | +44.0% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling