+7.4%
O vs CMS
+36.3%
-29.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | -0.4% | +1.7% | -2.1% | -1.4% |
| 30D | +7.1% | +6.2% | +0.9% | +3.5% |
| 3M | -5.2% | +0.6% | -5.9% | -5.6% |
| 6M | -1.8% | -1.8% | 0.0% | -0.9% |
| YTD | +9.1% | +3.8% | +5.2% | +6.5% |
| 1Y | +9.7% | -1.8% | +11.5% | +10.4% |
| 3Y | +39.1% | +39.8% | -0.7% | +14.4% |
| All | +7.4% | +36.3% | -29.0% | -9.8% |
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 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