-31.8%
TE vs CMS
+35.4%
-67.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.1% |
| 7D | -12.6% | -1.3% | -11.3% | -12.8% |
| 30D | -36.7% | +6.3% | -43.0% | -36.1% |
| 3M | -57.5% | -2.1% | -55.4% | -57.7% |
| 6M | -55.2% | -5.1% | -50.1% | -55.8% |
| YTD | -64.7% | +1.3% | -65.9% | -65.8% |
| 1Y | -35.9% | -1.4% | -34.5% | -37.5% |
| 3Y | -31.8% | +36.9% | -68.7% | -52.6% |
| All | -31.8% | +35.4% | -67.2% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling