+762.1%
GOOG vs CMS
+122.2%
+639.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -7.7% | -1.3% | -6.4% | -7.4% |
| 3M | -9.3% | -5.4% | -3.9% | -8.4% |
| 6M | +7.4% | -10.3% | +17.8% | +9.7% |
| YTD | +4.9% | -0.2% | +5.1% | +4.4% |
| 1Y | +37.2% | -0.9% | +38.1% | +36.7% |
| 3Y | +141.6% | +34.0% | +107.7% | +117.9% |
| 5Y | +128.8% | +23.6% | +105.2% | +109.3% |
| All | +762.1% | +122.2% | +639.9% | +582.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling