+615.0%
F vs CMS
+457.8%
+157.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -3.7% | -1.9% | -1.7% | -3.3% |
| 6M | +16.8% | -11.0% | +27.8% | +20.9% |
| YTD | +15.3% | +0.2% | +15.1% | +14.7% |
| 1Y | +31.0% | -1.3% | +32.3% | +30.9% |
| 3Y | +45.4% | +35.9% | +9.5% | +30.3% |
| 5Y | +54.7% | +23.1% | +31.6% | +42.0% |
| 10Y | +98.2% | +117.9% | -19.7% | +48.2% |
| All | +615.0% | +457.8% | +157.2% | +240.4% |
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 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