+49.6%
O vs CMS
+115.7%
-66.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -1.9% | -3.6% | +1.7% | +0.5% |
| 3M | +3.8% | -1.9% | +5.8% | +5.1% |
| 6M | -4.7% | -11.0% | +6.2% | +2.6% |
| YTD | +12.5% | +0.2% | +12.3% | +11.9% |
| 1Y | +10.8% | -1.3% | +12.1% | +11.1% |
| 3Y | +28.8% | +35.9% | -7.2% | +3.0% |
| 5Y | +13.2% | +23.1% | -9.9% | -5.0% |
| All | +49.6% | +115.7% | -66.1% | -19.8% |
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