-48.5%
TE vs CMS
+33.9%
-82.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +10.0% |
| 7D | +18.2% | +1.2% | +17.0% | +18.2% |
| 30D | -13.5% | -3.2% | -10.4% | -13.4% |
| 3M | -44.6% | -2.2% | -42.4% | -44.8% |
| 6M | -24.7% | -9.4% | -15.3% | -24.5% |
| YTD | -24.3% | +0.7% | -24.9% | -25.1% |
| 1Y | +155.6% | +0.4% | +155.2% | +153.4% |
| 3Y | -18.3% | +35.2% | -53.4% | -22.9% |
| 5Y | -41.3% | +24.1% | -65.4% | -44.3% |
| All | -48.5% | +33.9% | -82.4% | -50.9% |
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