+67.5%
NDAQ vs CMS
+34.5%
+33.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +16.2% | +5.3% | +11.0% | +14.5% |
| 3M | +14.0% | -0.3% | +14.3% | +14.1% |
| 6M | +22.3% | -4.0% | +26.3% | +23.5% |
| YTD | +13.0% | +2.1% | +10.9% | +11.3% |
| 1Y | +24.0% | -4.7% | +28.7% | +25.2% |
| 3Y | +117.1% | +36.8% | +80.3% | +89.8% |
| 5Y | +67.5% | +34.9% | +32.7% | +43.9% |
| All | +67.5% | +34.5% | +33.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling