+65.5%
T vs CMS
+39.2%
+26.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +1.6% |
| 30D | -3.8% | +6.2% | -10.0% | -6.7% |
| 3M | -8.7% | +0.6% | -9.4% | -9.0% |
| 6M | -8.1% | -1.8% | -6.4% | -7.1% |
| YTD | -6.4% | +3.8% | -10.3% | -8.5% |
| 1Y | -9.8% | -1.8% | -8.0% | -9.0% |
| 3Y | +65.5% | +39.8% | +25.7% | +45.2% |
| All | +65.5% | +39.2% | +26.2% | +45.2% |
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