+199.8%
TER vs CMS
-1.9%
+201.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.7% |
| 30D | -8.3% | -3.6% | -4.7% | -9.9% |
| 3M | -12.2% | -1.9% | -10.3% | -15.6% |
| 6M | +17.0% | -11.0% | +28.0% | +13.0% |
| YTD | +84.6% | +0.2% | +84.4% | +86.7% |
| 1Y | +199.8% | -1.3% | +201.1% | +199.3% |
| All | +199.8% | -1.9% | +201.7% | +199.3% |
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