-5.8%
TLT vs CMS
-0.8%
-5.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +3.7% | +7.4% | -3.7% | +2.5% |
| 3M | -0.7% | +1.9% | -2.5% | -1.1% |
| 6M | -4.2% | -2.3% | -1.9% | -4.2% |
| YTD | -4.0% | +3.0% | -6.9% | -4.9% |
| 1Y | -5.8% | -2.8% | -3.1% | -4.8% |
| All | -5.8% | -0.8% | -5.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling