+226.8%
LOW vs CMS
+117.1%
+109.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -10.1% | -3.2% | -6.9% | -8.8% |
| 3M | -2.9% | -2.2% | -0.6% | -1.9% |
| 6M | -19.4% | -9.4% | -10.0% | -15.9% |
| YTD | -15.4% | +0.7% | -16.1% | -15.8% |
| 1Y | -24.9% | +0.4% | -25.3% | -25.3% |
| 3Y | -7.8% | +35.2% | -43.0% | -20.5% |
| 5Y | +8.4% | +24.1% | -15.7% | -4.2% |
| 10Y | +226.8% | +115.8% | +111.0% | +167.4% |
| All | +226.8% | +117.1% | +109.7% | +167.4% |
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