+54.1%
T vs CMS
+127.7%
-73.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | -1.7% | +7.1% | -8.8% | -4.7% |
| 3M | -7.3% | -1.3% | -6.0% | -6.8% |
| 6M | -11.2% | -2.7% | -8.5% | -10.1% |
| YTD | -8.1% | +2.6% | -10.7% | -9.4% |
| 1Y | -8.0% | -2.0% | -6.0% | -7.4% |
| 3Y | +62.1% | +39.6% | +22.5% | +38.5% |
| 5Y | +55.7% | +35.3% | +20.4% | +33.2% |
| 10Y | +54.1% | +132.3% | -78.2% | +7.7% |
| All | +54.1% | +127.7% | -73.6% | +7.7% |
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