+25.9%
NDAQ vs CMS
-1.6%
+27.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +0.8% | -1.3% | +2.2% | +0.9% |
| 30D | +16.5% | +6.3% | +10.2% | +16.8% |
| 3M | +13.5% | -2.1% | +15.6% | +13.2% |
| 6M | +20.9% | -5.1% | +26.0% | +20.6% |
| YTD | +11.4% | +1.3% | +10.2% | +12.4% |
| 1Y | +25.9% | -1.4% | +27.3% | +28.3% |
| All | +25.9% | -1.6% | +27.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling