+32.8%
NET vs CMS
-1.9%
+34.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.1% |
| 7D | -7.0% | +0.4% | -7.3% | -6.8% |
| 30D | -4.8% | -3.6% | -1.2% | -6.3% |
| 3M | +3.8% | -1.9% | +5.7% | +3.7% |
| 6M | +50.0% | -11.0% | +61.0% | +45.5% |
| YTD | +41.5% | +0.2% | +41.3% | +37.9% |
| 1Y | +32.8% | -1.3% | +34.1% | +31.9% |
| All | +32.8% | -1.9% | +34.7% | +31.9% |
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 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