+234.9%
TPR vs CMS
+36.3%
+198.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | +15.1% | +6.2% | +8.9% | +13.7% |
| 3M | +3.5% | +0.6% | +2.9% | +3.3% |
| 6M | +0.4% | -1.8% | +2.2% | +0.6% |
| YTD | +4.6% | +3.8% | +0.8% | +3.5% |
| 1Y | +33.1% | -1.8% | +34.9% | +33.1% |
| 3Y | +396.0% | +39.8% | +356.2% | +352.7% |
| All | +234.9% | +36.3% | +198.6% | +196.6% |
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