+750.9%
GOOGL vs CMS
+117.1%
+633.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +1.1% | +1.2% | -0.2% | +0.8% |
| 30D | -4.4% | -3.2% | -1.3% | -3.8% |
| 3M | -6.8% | -2.2% | -4.6% | -6.6% |
| 6M | +13.6% | -9.4% | +23.0% | +15.8% |
| YTD | +8.3% | +0.7% | +7.6% | +7.6% |
| 1Y | +44.9% | +0.4% | +44.6% | +44.0% |
| 3Y | +150.5% | +35.2% | +115.3% | +124.9% |
| 5Y | +137.7% | +24.1% | +113.6% | +116.9% |
| 10Y | +750.9% | +115.8% | +635.1% | +563.9% |
| All | +750.9% | +117.1% | +633.8% | +563.9% |
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