+16.8%
RF vs CMS
-4.6%
+21.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +0.4% | -1.3% | +1.6% | +0.6% |
| 30D | +5.6% | +5.3% | +0.3% | +4.8% |
| 3M | -8.9% | -0.3% | -8.5% | -9.0% |
| 6M | +7.1% | -4.0% | +11.1% | +7.0% |
| YTD | +8.3% | +2.1% | +6.2% | +8.7% |
| 1Y | +16.8% | -4.7% | +21.5% | +17.6% |
| All | +16.8% | -4.6% | +21.4% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling