-6.4%
T vs CMS
+1.4%
-7.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | +5.5% | +4.1% | +1.4% | +3.5% |
| 30D | -8.9% | +10.9% | -19.8% | -12.9% |
| 3M | -5.6% | -0.2% | -5.3% | -5.3% |
| 6M | -14.3% | -4.7% | -9.6% | -12.2% |
| YTD | -7.9% | +3.9% | -11.8% | -7.4% |
| 1Y | -6.4% | +0.4% | -6.8% | -4.6% |
| All | -6.4% | +1.4% | -7.8% | -4.6% |
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