+519.6%
F vs CMS
+478.3%
+41.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +6.0% | +4.1% | +2.0% | +4.7% |
| 30D | +4.3% | +10.9% | -6.6% | +0.8% |
| 3M | -10.1% | -0.2% | -9.8% | -10.0% |
| 6M | +12.8% | -4.7% | +17.5% | +14.3% |
| YTD | -0.1% | +3.9% | -4.0% | -1.7% |
| 1Y | +3.7% | +0.4% | +3.3% | +3.1% |
| 3Y | +42.7% | +38.8% | +3.9% | +27.0% |
| 5Y | -11.0% | +37.1% | -48.2% | -21.0% |
| 10Y | +87.0% | +132.7% | -45.6% | +36.9% |
| All | +519.6% | +478.3% | +41.3% | +191.5% |
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 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