+115.2%
GOOG vs CMS
+38.1%
+77.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.5% |
| 30D | -18.1% | +7.4% | -25.5% | -16.8% |
| 3M | -19.9% | +1.9% | -21.7% | -19.4% |
| 6M | -28.2% | -2.3% | -25.8% | -28.3% |
| YTD | -9.0% | +3.0% | -12.0% | -7.9% |
| 1Y | -1.7% | -2.8% | +1.1% | -1.6% |
| All | +115.2% | +38.1% | +77.2% | +125.6% |
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