-79.9%
TE vs CMS
+35.8%
-115.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.5% |
| 7D | -13.6% | -1.3% | -12.3% | -13.6% |
| 30D | -37.7% | +5.3% | -42.9% | -37.8% |
| 3M | -59.8% | -0.3% | -59.5% | -59.8% |
| 6M | -66.3% | -4.0% | -62.3% | -66.4% |
| YTD | -70.5% | +2.1% | -72.6% | -70.9% |
| 1Y | -48.8% | -4.7% | -44.1% | -49.0% |
| 3Y | +31.3% | +36.8% | -5.5% | +23.7% |
| 5Y | -82.0% | +34.9% | -116.9% | -83.0% |
| All | -79.9% | +35.8% | -115.8% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling