+240.4%
GM vs CMS
+39.1%
+201.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +7.2% | +7.4% | -0.2% | +5.9% |
| 3M | +1.0% | +1.9% | -0.8% | +0.6% |
| 6M | +13.0% | -2.3% | +15.4% | +13.1% |
| YTD | +9.8% | +3.0% | +6.8% | +8.6% |
| 1Y | +25.9% | -2.8% | +28.7% | +26.1% |
| 3Y | +240.4% | +37.9% | +202.5% | +202.4% |
| All | +240.4% | +39.1% | +201.3% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling