+21.2%
RF vs CMS
-0.1%
+21.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | +5.0% | +8.6% | -3.6% | +3.6% |
| 3M | -10.0% | -0.5% | -9.5% | -10.2% |
| 6M | +3.3% | -4.2% | +7.5% | +3.1% |
| YTD | +7.9% | +3.4% | +4.5% | +7.4% |
| 1Y | +21.2% | +0.4% | +20.8% | +21.4% |
| All | +21.2% | -0.1% | +21.3% | +21.4% |
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