+475.8%
NDAQ vs CMS
+134.3%
+341.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | +17.5% | +7.4% | +10.1% | +13.6% |
| 3M | +15.4% | +1.9% | +13.6% | +14.4% |
| 6M | +24.6% | -2.3% | +26.9% | +25.4% |
| YTD | +14.4% | +3.0% | +11.5% | +11.6% |
| 1Y | +26.9% | -2.8% | +29.7% | +27.3% |
| 3Y | +119.8% | +37.9% | +81.9% | +81.2% |
| 5Y | +70.5% | +34.0% | +36.5% | +39.4% |
| 10Y | +475.8% | +138.1% | +337.7% | +304.3% |
| All | +475.8% | +134.3% | +341.5% | +304.3% |
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