+37.2%
GOOG vs CMS
-0.2%
+37.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.2% |
| 7D | -1.6% | +0.2% | -1.7% | -1.5% |
| 30D | -7.7% | -1.3% | -6.4% | -7.8% |
| 3M | -9.3% | -5.4% | -3.9% | -10.3% |
| 6M | +7.4% | -10.3% | +17.8% | +6.7% |
| YTD | +4.9% | -0.2% | +5.1% | +5.0% |
| 1Y | +37.2% | -0.9% | +38.1% | +40.7% |
| All | +37.2% | -0.2% | +37.4% | +40.7% |
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