+273.8%
RF vs CMS
+130.3%
+143.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | +5.0% | +8.6% | -3.6% | +1.7% |
| 3M | -10.0% | -0.5% | -9.5% | -9.9% |
| 6M | +3.3% | -4.2% | +7.5% | +4.8% |
| YTD | +7.9% | +3.4% | +4.5% | +5.9% |
| 1Y | +21.2% | +0.4% | +20.8% | +20.2% |
| 3Y | +105.8% | +38.2% | +67.6% | +77.6% |
| 5Y | +43.7% | +35.4% | +8.3% | +22.9% |
| All | +273.8% | +130.3% | +143.5% | +298.7% |
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