+71.7%
TER vs CMS
+36.3%
+35.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.4% |
| 7D | +14.4% | +1.7% | +12.6% | +14.4% |
| 30D | -30.6% | +6.2% | -36.8% | -30.6% |
| 3M | -39.2% | +0.6% | -39.8% | -39.1% |
| 6M | -31.3% | -1.8% | -29.5% | -31.4% |
| YTD | +29.1% | +3.8% | +25.2% | +28.3% |
| 1Y | +47.4% | -1.8% | +49.2% | +47.3% |
| 3Y | +191.2% | +39.8% | +151.4% | +168.8% |
| All | +71.7% | +36.3% | +35.3% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling