+327.1%
NET vs CMS
+36.5%
+290.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.0% | +0.4% | -7.3% | -6.9% |
| 30D | -4.8% | -3.6% | -1.2% | -5.6% |
| 3M | +3.8% | -1.9% | +5.7% | +3.6% |
| 6M | +50.0% | -11.0% | +61.0% | +47.2% |
| YTD | +41.5% | +0.2% | +41.3% | +41.0% |
| 1Y | +32.8% | -1.3% | +34.1% | +32.4% |
| All | +327.1% | +36.5% | +290.6% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling