+9.1%
IR vs CMS
+1.4%
+7.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +11.6% | +4.1% | +7.5% | +10.3% |
| 30D | +7.2% | +10.9% | -3.7% | +3.5% |
| 3M | -5.9% | -0.2% | -5.6% | -5.5% |
| 6M | +11.5% | -4.7% | +16.2% | +13.8% |
| YTD | +6.3% | +3.9% | +2.5% | +6.3% |
| 1Y | +9.1% | +0.4% | +8.7% | +10.5% |
| All | +9.1% | +1.4% | +7.7% | +10.5% |
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