+178.5%
EXE vs CMS
+42.4%
+136.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +8.5% | -3.6% | +12.1% | +9.3% |
| 3M | +5.5% | -1.9% | +7.4% | +5.7% |
| 6M | -5.9% | -11.0% | +5.1% | -3.6% |
| YTD | -9.7% | +0.2% | -9.9% | -10.1% |
| 1Y | +3.6% | -1.3% | +4.9% | +3.5% |
| 3Y | +18.0% | +35.9% | -17.9% | +8.6% |
| 5Y | +109.4% | +23.1% | +86.3% | +102.9% |
| All | +178.5% | +42.4% | +136.1% | +187.8% |
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