+19.3%
TPR vs CMS
+1.4%
+17.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +12.6% | +4.1% | +8.6% | +11.8% |
| 30D | +7.1% | +10.9% | -3.7% | +5.3% |
| 3M | -19.4% | -0.2% | -19.1% | -19.6% |
| 6M | -9.7% | -4.7% | -5.0% | -9.3% |
| YTD | -1.0% | +3.9% | -4.9% | -3.3% |
| 1Y | +19.3% | +0.4% | +18.9% | +17.6% |
| All | +19.3% | +1.4% | +17.9% | +17.6% |
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 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