-76.7%
TE vs CMS
+36.5%
-113.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -10.5% | -0.9% | -9.6% | -10.5% |
| 30D | -32.4% | +7.1% | -39.5% | -32.6% |
| 3M | -60.9% | -1.3% | -59.6% | -60.8% |
| 6M | -62.8% | -2.7% | -60.2% | -62.9% |
| YTD | -65.7% | +2.6% | -68.3% | -66.1% |
| 1Y | -39.9% | -2.0% | -37.9% | -40.3% |
| 3Y | +10.6% | +39.6% | -29.0% | +4.0% |
| 5Y | -79.7% | +35.3% | -115.0% | -80.7% |
| All | -76.7% | +36.5% | -113.2% | -77.8% |
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 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