+61.4%
T vs CMS
+137.8%
-76.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.0% | -1.1% | +3.1% | +2.5% |
| 30D | -1.0% | +6.6% | -7.6% | -3.9% |
| 3M | -8.1% | +0.8% | -8.9% | -8.5% |
| 6M | -8.3% | -3.3% | -4.9% | -6.8% |
| YTD | -6.1% | +2.7% | -8.8% | -7.5% |
| 1Y | -7.4% | -4.0% | -3.4% | -5.9% |
| 3Y | +65.4% | +37.6% | +27.8% | +42.3% |
| 5Y | +57.6% | +35.4% | +22.2% | +34.9% |
| 10Y | +61.4% | +136.0% | -74.6% | +13.3% |
| All | +61.4% | +137.8% | -76.4% | +13.3% |
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