-11.4%
F vs CMS
+36.2%
-47.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | +2.0% | +8.6% | -6.6% | -1.3% |
| 3M | -10.4% | -0.5% | -9.9% | -10.3% |
| 6M | +9.7% | -4.2% | +13.9% | +11.2% |
| YTD | -1.2% | +3.4% | -4.6% | -3.3% |
| 1Y | 0.0% | +0.4% | -0.4% | -1.0% |
| 3Y | +41.1% | +38.2% | +2.9% | +19.7% |
| 5Y | -11.4% | +35.4% | -46.8% | -21.9% |
| All | -11.4% | +36.2% | -47.6% | -21.9% |
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