+238.5%
TER vs CMS
+36.5%
+202.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.4% |
| 7D | +0.6% | +0.4% | +0.3% | +0.7% |
| 30D | -8.3% | -3.6% | -4.7% | -9.1% |
| 3M | -12.2% | -1.9% | -10.3% | -13.2% |
| 6M | +17.1% | -11.0% | +28.0% | +14.6% |
| YTD | +84.7% | +0.2% | +84.5% | +84.3% |
| 1Y | +199.9% | -1.3% | +201.2% | +198.4% |
| All | +238.5% | +36.5% | +202.1% | +244.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling