-40.4%
TER vs CMS
-5.3%
-35.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.9% |
| 7D | -28.2% | +1.7% | -29.9% | -26.3% |
| 30D | -50.6% | +8.6% | -59.2% | -44.3% |
| 3M | -45.3% | -0.5% | -44.9% | -45.6% |
| 6M | -40.4% | -4.2% | -36.2% | -41.0% |
| All | -40.4% | -5.3% | -35.1% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling