+995.4%
TER vs CMS
+140.2%
+855.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +14.4% | +1.7% | +12.6% | +14.0% |
| 30D | -30.6% | +6.2% | -36.8% | -31.6% |
| 3M | -39.2% | +0.6% | -39.8% | -39.4% |
| 6M | -31.3% | -1.8% | -29.5% | -31.6% |
| YTD | +29.1% | +3.8% | +25.2% | +26.8% |
| 1Y | +47.4% | -1.8% | +49.2% | +46.8% |
| 3Y | +191.2% | +39.8% | +151.4% | +157.1% |
| 5Y | +74.0% | +37.1% | +36.9% | +52.6% |
| All | +995.4% | +140.2% | +855.2% | +854.2% |
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