+345.2%
IR vs CMS
+103.9%
+241.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | +10.3% | +7.1% | +3.3% | +7.9% |
| 3M | -0.1% | -1.3% | +1.2% | +0.2% |
| 6M | +14.8% | -2.7% | +17.4% | +15.4% |
| YTD | +9.7% | +2.6% | +7.1% | +8.6% |
| 1Y | +12.2% | -2.0% | +14.2% | +12.6% |
| 3Y | +30.0% | +39.6% | -9.6% | +14.8% |
| 5Y | +46.8% | +35.3% | +11.5% | +29.9% |
| All | +345.2% | +103.9% | +241.3% | +279.2% |
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