+78.2%
O vs CMS
+127.7%
-49.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | +3.3% | -0.9% | +4.2% | +4.0% |
| 30D | +10.3% | +7.1% | +3.3% | +5.5% |
| 3M | -3.5% | -1.3% | -2.2% | -2.8% |
| 6M | -1.3% | -2.7% | +1.4% | +0.3% |
| YTD | +10.3% | +2.6% | +7.7% | +8.0% |
| 1Y | +10.4% | -2.0% | +12.4% | +11.3% |
| 3Y | +40.0% | +39.6% | +0.4% | +10.5% |
| 5Y | +12.4% | +35.3% | -23.0% | -11.4% |
| 10Y | +78.2% | +132.3% | -54.1% | -5.1% |
| All | +78.2% | +127.7% | -49.5% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling