+89.2%
TER vs CMS
+34.1%
+55.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.3% |
| 7D | +5.9% | -1.1% | +7.0% | +5.9% |
| 30D | -30.8% | +6.6% | -37.3% | -30.8% |
| 3M | -29.9% | +0.8% | -30.8% | -29.9% |
| 6M | -27.5% | -3.3% | -24.1% | -27.5% |
| YTD | +37.5% | +2.7% | +34.7% | +36.6% |
| 1Y | +50.3% | -4.0% | +54.3% | +50.3% |
| 3Y | +204.9% | +37.6% | +167.3% | +181.6% |
| 5Y | +89.2% | +35.4% | +53.7% | +79.6% |
| All | +89.2% | +34.1% | +55.1% | +79.6% |
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