+313.3%
LOW vs CMS
+127.7%
+185.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.1% |
| 7D | +6.4% | -0.9% | +7.3% | +6.9% |
| 30D | +25.6% | +7.1% | +18.5% | +21.8% |
| 3M | +4.6% | -1.3% | +5.9% | +5.3% |
| 6M | +2.5% | -2.7% | +5.2% | +3.8% |
| YTD | -1.6% | +2.6% | -4.3% | -2.8% |
| 1Y | +1.7% | -2.0% | +3.7% | +2.5% |
| 3Y | +29.4% | +39.6% | -10.2% | +9.9% |
| 5Y | +9.6% | +35.3% | -25.7% | -7.0% |
| 10Y | +313.3% | +132.3% | +181.0% | +239.2% |
| All | +313.3% | +127.7% | +185.6% | +239.2% |
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