-25.8%
TE vs CMS
+1.4%
-27.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -2.1% |
| 7D | +3.8% | +4.1% | -0.3% | +8.1% |
| 30D | -26.2% | +10.9% | -37.1% | -17.9% |
| 3M | -49.7% | -0.2% | -49.5% | -50.5% |
| 6M | -46.5% | -4.7% | -41.7% | -48.8% |
| YTD | -59.1% | +3.9% | -63.0% | -60.0% |
| 1Y | -25.8% | +0.4% | -26.2% | -26.3% |
| All | -25.8% | +1.4% | -27.2% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling