+54.6%
TER vs CMS
+32.6%
+22.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.5% |
| 7D | -20.5% | -1.3% | -19.2% | -20.5% |
| 30D | -47.0% | +6.3% | -53.3% | -47.1% |
| 3M | -43.3% | -2.1% | -41.2% | -43.2% |
| 6M | -42.9% | -5.1% | -37.8% | -43.0% |
| YTD | +12.9% | +1.3% | +11.6% | +12.2% |
| 1Y | +18.2% | -1.4% | +19.6% | +17.7% |
| 3Y | +151.8% | +36.9% | +114.9% | +132.2% |
| All | +54.6% | +32.6% | +22.0% | +47.7% |
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