+47.4%
TER vs CMS
-4.6%
+52.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.1% |
| 7D | +24.0% | -1.3% | +25.2% | +23.1% |
| 30D | -30.6% | +5.3% | -35.9% | -29.0% |
| 3M | -34.5% | -0.3% | -34.1% | -33.8% |
| 6M | -26.4% | -4.0% | -22.3% | -27.4% |
| YTD | +36.4% | +2.1% | +34.3% | +31.4% |
| 1Y | +47.4% | -4.7% | +52.1% | +44.1% |
| All | +47.4% | -4.6% | +52.0% | +44.1% |
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