+1,006.2%
TER vs CMS
+134.3%
+871.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -8.9% | +0.5% | -9.4% | -9.0% |
| 30D | -39.1% | +7.4% | -46.5% | -40.1% |
| 3M | -32.8% | +1.9% | -34.6% | -33.1% |
| 6M | -31.7% | -2.3% | -29.4% | -32.0% |
| YTD | +26.9% | +3.0% | +24.0% | +24.9% |
| 1Y | +33.6% | -2.8% | +36.4% | +33.3% |
| 3Y | +181.5% | +37.9% | +143.6% | +149.4% |
| 5Y | +76.1% | +34.0% | +42.2% | +55.6% |
| 10Y | +1,006.2% | +138.1% | +868.1% | +862.5% |
| All | +1,006.2% | +134.3% | +871.9% | +862.5% |
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