+1,579.9%
T vs CMS
+463.7%
+1,116.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -10.6% | +6.3% | -16.9% | -12.2% |
| 3M | -7.7% | -2.1% | -5.7% | -7.2% |
| 6M | -13.3% | -5.1% | -8.2% | -12.0% |
| YTD | -8.8% | +1.3% | -10.0% | -9.2% |
| 1Y | -8.4% | -1.4% | -7.0% | -8.1% |
| 3Y | +59.6% | +36.9% | +22.7% | +45.6% |
| 5Y | +52.1% | +32.5% | +19.5% | +39.2% |
| 10Y | +56.9% | +126.8% | -69.9% | +23.3% |
| All | +1,579.9% | +463.7% | +1,116.2% | +843.2% |
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 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