+14,183.4%
TER vs CMS
+457.8%
+13,725.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -8.3% | -3.6% | -4.7% | -7.1% |
| 3M | -12.2% | -1.9% | -10.3% | -12.3% |
| 6M | +17.1% | -11.0% | +28.0% | +20.7% |
| YTD | +84.7% | +0.2% | +84.5% | +83.2% |
| 1Y | +199.9% | -1.3% | +201.2% | +198.0% |
| 3Y | +232.8% | +35.9% | +196.8% | +192.4% |
| 5Y | +198.6% | +23.1% | +175.5% | +168.1% |
| 10Y | +1,669.7% | +117.9% | +1,551.8% | +1,180.1% |
| All | +14,183.4% | +457.8% | +13,725.6% | +5,899.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling