-8.5%
FPS vs CMS
-10.9%
+2.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.3% |
| 7D | +3.1% | +0.4% | +2.8% | +3.4% |
| 30D | -18.6% | -3.6% | -14.9% | -21.1% |
| 3M | -51.5% | -1.9% | -49.5% | -53.5% |
| 6M | -8.5% | -11.0% | +2.5% | -12.5% |
| All | -8.5% | -10.9% | +2.4% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling