+133.7%
GOOG vs CMS
+26.5%
+107.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | -5.1% | -3.2% | -1.9% | -4.9% |
| 3M | -7.1% | -2.2% | -4.9% | -7.1% |
| 6M | +12.7% | -9.4% | +22.1% | +13.3% |
| YTD | +7.1% | +0.7% | +6.4% | +6.8% |
| 1Y | +43.6% | +0.4% | +43.2% | +43.2% |
| 3Y | +146.8% | +35.2% | +111.6% | +131.1% |
| 5Y | +133.7% | +24.1% | +109.5% | +122.4% |
| All | +133.7% | +26.5% | +107.2% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling