+32.6%
NET vs CMS
+37.7%
-5.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.5% |
| 7D | -16.4% | +4.1% | -20.4% | -16.2% |
| 30D | -25.8% | +10.9% | -36.7% | -25.6% |
| 3M | -11.5% | -0.2% | -11.3% | -11.3% |
| 6M | +18.9% | -4.7% | +23.7% | +19.3% |
| YTD | +35.2% | +3.9% | +31.3% | +34.6% |
| 1Y | +14.5% | +0.4% | +14.1% | +14.3% |
| 3Y | +313.8% | +38.8% | +275.0% | +284.8% |
| 5Y | +32.6% | +37.1% | -4.6% | +42.4% |
| All | +32.6% | +37.7% | -5.1% | +42.4% |
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