+57.0%
T vs CMS
+34.5%
+22.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.3% |
| 30D | -2.9% | +5.3% | -8.2% | -5.2% |
| 3M | -7.5% | -0.3% | -7.2% | -7.4% |
| 6M | -9.9% | -4.0% | -5.9% | -8.1% |
| YTD | -6.4% | +2.1% | -8.6% | -7.6% |
| 1Y | -9.4% | -4.7% | -4.7% | -7.5% |
| 3Y | +64.9% | +36.8% | +28.0% | +42.9% |
| 5Y | +57.0% | +34.9% | +22.1% | +32.5% |
| All | +57.0% | +34.5% | +22.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling