+1,872.1%
T vs CMS
+457.8%
+1,414.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | +11.4% | -3.6% | +15.0% | +12.5% |
| 3M | +14.3% | -1.9% | +16.2% | +15.0% |
| 6M | -9.3% | -11.0% | +1.7% | -6.2% |
| YTD | +7.1% | +0.2% | +6.9% | +7.0% |
| 1Y | -9.1% | -1.3% | -7.8% | -8.9% |
| 3Y | +105.3% | +35.9% | +69.4% | +87.5% |
| 5Y | +66.8% | +23.1% | +43.7% | +55.9% |
| 10Y | +66.8% | +117.9% | -51.1% | +32.5% |
| All | +1,872.1% | +457.8% | +1,414.3% | +1,010.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling