+153.1%
TE vs CMS
-0.2%
+153.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.5% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | -7.5% | -1.3% | -6.2% | -8.3% |
| 3M | -42.0% | -5.4% | -36.6% | -44.8% |
| 6M | -31.4% | -10.3% | -21.1% | -34.2% |
| YTD | -26.5% | -0.2% | -26.3% | -35.6% |
| 1Y | +153.1% | -0.9% | +154.0% | +151.4% |
| All | +153.1% | -0.2% | +153.3% | +151.4% |
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