+325.3%
IR vs CMS
+102.8%
+222.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +7.4% | +7.2% | +0.3% | +5.0% |
| 3M | -5.9% | -1.3% | -4.7% | -5.7% |
| 6M | +5.6% | -4.3% | +9.9% | +6.7% |
| YTD | +4.8% | +2.1% | +2.8% | +3.9% |
| 1Y | +6.9% | -0.6% | +7.5% | +6.8% |
| 3Y | +27.6% | +38.0% | -10.5% | +13.1% |
| 5Y | +45.8% | +33.6% | +12.2% | +29.5% |
| All | +325.3% | +102.8% | +222.4% | +262.8% |
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