+474.7%
NDAQ vs CMS
+127.3%
+347.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +16.5% | +7.2% | +9.3% | +12.9% |
| 3M | +13.5% | -1.3% | +14.8% | +14.1% |
| 6M | +20.9% | -4.3% | +25.2% | +22.9% |
| YTD | +11.4% | +2.1% | +9.3% | +9.1% |
| 1Y | +25.9% | -0.6% | +26.5% | +24.9% |
| 3Y | +119.9% | +38.0% | +81.8% | +81.4% |
| 5Y | +61.7% | +33.6% | +28.1% | +32.6% |
| All | +474.7% | +127.3% | +347.4% | +323.6% |
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