+10.7%
O vs CMS
+32.6%
-21.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | +3.7% | -1.3% | +5.0% | +4.5% |
| 30D | +11.2% | +6.3% | +4.9% | +7.4% |
| 3M | -4.0% | -2.1% | -1.9% | -2.9% |
| 6M | -5.2% | -5.1% | -0.1% | -2.5% |
| YTD | +9.5% | +1.3% | +8.2% | +8.5% |
| 1Y | +10.6% | -1.4% | +12.0% | +11.1% |
| 3Y | +38.1% | +36.9% | +1.2% | +15.2% |
| All | +10.7% | +32.6% | -21.9% | -5.5% |
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