+888.2%
HOOD vs CMS
+39.1%
+849.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | -5.1% | +0.5% | -5.6% | -5.0% |
| 30D | -25.4% | +7.4% | -32.8% | -24.2% |
| 3M | -14.0% | +1.9% | -15.8% | -13.4% |
| 6M | +5.6% | -2.3% | +7.9% | +5.6% |
| YTD | -28.1% | +3.0% | -31.1% | -27.3% |
| 1Y | -40.1% | -2.8% | -37.4% | -39.8% |
| 3Y | +888.2% | +37.9% | +850.3% | +879.3% |
| All | +888.2% | +39.1% | +849.1% | +879.3% |
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