+82.5%
O vs CMS
+137.8%
-55.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | +9.4% | +6.6% | +2.9% | +5.0% |
| 3M | -2.4% | +0.8% | -3.2% | -3.0% |
| 6M | -1.9% | -3.3% | +1.5% | +0.1% |
| YTD | +10.5% | +2.7% | +7.7% | +8.1% |
| 1Y | +10.0% | -4.0% | +14.0% | +12.4% |
| 3Y | +40.5% | +37.6% | +2.9% | +12.0% |
| 5Y | +10.2% | +35.4% | -25.2% | -13.1% |
| 10Y | +82.5% | +136.0% | -53.6% | -3.1% |
| All | +82.5% | +137.8% | -55.3% | -3.1% |
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