+1,683.2%
TER vs CMS
+117.1%
+1,566.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -8.3% | -3.6% | -4.7% | -7.5% |
| 3M | -12.2% | -1.9% | -10.3% | -12.5% |
| 6M | +17.1% | -11.0% | +28.0% | +19.7% |
| YTD | +84.7% | +0.2% | +84.5% | +83.2% |
| 1Y | +199.9% | -1.3% | +201.2% | +197.7% |
| 3Y | +232.8% | +35.9% | +196.8% | +195.1% |
| 5Y | +198.6% | +23.1% | +175.5% | +170.7% |
| All | +1,683.2% | +117.1% | +1,566.1% | +1,409.3% |
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 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