+192.8%
TER vs CMS
+37.9%
+154.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.9% |
| 7D | -5.8% | -0.9% | -4.8% | -6.0% |
| 30D | -38.9% | +7.1% | -46.0% | -37.5% |
| 3M | -35.1% | -1.3% | -33.8% | -35.0% |
| 6M | -31.6% | -2.7% | -28.9% | -31.8% |
| YTD | +27.2% | +2.6% | +24.6% | +28.5% |
| 1Y | +35.2% | -2.0% | +37.2% | +35.3% |
| 3Y | +192.8% | +39.6% | +153.2% | +188.8% |
| All | +192.8% | +37.9% | +154.9% | +188.8% |
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