+1,440.4%
RF vs CMS
+478.3%
+962.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +2.3% | +4.1% | -1.8% | +0.9% |
| 30D | +7.2% | +10.9% | -3.6% | +3.6% |
| 3M | -8.2% | -0.2% | -8.0% | -8.2% |
| 6M | +7.0% | -4.7% | +11.8% | +8.6% |
| YTD | +10.3% | +3.9% | +6.4% | +8.4% |
| 1Y | +25.1% | +0.4% | +24.7% | +24.3% |
| 3Y | +110.3% | +38.8% | +71.5% | +86.2% |
| 5Y | +47.1% | +37.1% | +10.0% | +29.5% |
| 10Y | +297.9% | +132.7% | +165.3% | +190.7% |
| All | +1,440.4% | +478.3% | +962.1% | +604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling