+59.6%
T vs CMS
+35.4%
+24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | +0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.7% |
| 30D | -10.6% | +6.3% | -16.9% | -13.4% |
| 3M | -7.7% | -2.1% | -5.7% | -6.7% |
| 6M | -13.3% | -5.1% | -8.2% | -10.7% |
| YTD | -8.8% | +1.3% | -10.0% | -9.6% |
| 1Y | -8.4% | -1.4% | -7.0% | -7.9% |
| 3Y | +59.6% | +36.9% | +22.7% | +42.0% |
| All | +59.6% | +35.4% | +24.3% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling