+79.8%
F vs CMS
+125.4%
-45.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | +2.6% | +6.3% | -3.7% | +0.4% |
| 3M | -8.8% | -2.1% | -6.8% | -8.2% |
| 6M | +4.6% | -5.1% | +9.7% | +6.3% |
| YTD | -1.9% | +1.3% | -3.1% | -2.9% |
| 1Y | -0.8% | -1.4% | +0.6% | -0.9% |
| 3Y | +43.5% | +36.9% | +6.5% | +26.2% |
| 5Y | -12.1% | +32.5% | -44.6% | -22.2% |
| All | +79.8% | +125.4% | -45.6% | +61.4% |
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