+18.2%
TER vs CMS
-0.8%
+19.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +1.9% |
| 7D | -20.5% | -0.5% | -20.0% | -20.6% |
| 30D | -47.0% | +7.2% | -54.2% | -45.4% |
| 3M | -43.3% | -1.3% | -42.0% | -42.9% |
| 6M | -42.9% | -4.3% | -38.6% | -43.6% |
| YTD | +12.9% | +2.1% | +10.8% | +10.6% |
| 1Y | +18.2% | -0.6% | +18.8% | +15.2% |
| All | +18.2% | -0.8% | +19.0% | +15.2% |
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 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