+45.6%
GM vs CMS
-0.2%
+45.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -4.6% | -1.3% | -3.3% | -4.7% |
| 3M | +0.2% | -5.4% | +5.6% | 0.0% |
| 6M | +12.6% | -10.3% | +23.0% | +12.8% |
| YTD | +3.7% | -0.2% | +3.9% | +4.8% |
| 1Y | +45.6% | -0.9% | +46.5% | +46.3% |
| All | +45.6% | -0.2% | +45.8% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling