+95.6%
F vs CMS
+117.1%
-21.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +4.6% | -3.6% | +8.2% | +5.9% |
| 3M | -3.7% | -1.9% | -1.7% | -3.3% |
| 6M | +16.8% | -11.0% | +27.8% | +21.4% |
| YTD | +15.3% | +0.2% | +15.1% | +14.6% |
| 1Y | +31.0% | -1.3% | +32.3% | +30.7% |
| 3Y | +45.4% | +35.9% | +9.5% | +28.2% |
| 5Y | +54.7% | +23.1% | +31.6% | +40.2% |
| All | +95.6% | +117.1% | -21.5% | +69.5% |
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