+58.8%
T vs CMS
+134.3%
-75.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -1.1% | +7.4% | -8.5% | -4.3% |
| 3M | -7.7% | +1.9% | -9.6% | -8.6% |
| 6M | -10.6% | -2.3% | -8.3% | -9.7% |
| YTD | -7.5% | +3.0% | -10.4% | -8.9% |
| 1Y | -7.4% | -2.8% | -4.6% | -6.5% |
| 3Y | +63.1% | +37.9% | +25.2% | +40.1% |
| 5Y | +55.2% | +34.0% | +21.2% | +33.4% |
| 10Y | +58.8% | +138.1% | -79.3% | +11.3% |
| All | +58.8% | +134.3% | -75.5% | +11.3% |
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