+8,486.3%
TPR vs CMS
+460.0%
+8,026.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +13.9% | +1.7% | +12.2% | +13.2% |
| 30D | +14.9% | +8.6% | +6.3% | +11.6% |
| 3M | -15.4% | -0.5% | -14.9% | -15.4% |
| 6M | -4.5% | -4.2% | -0.3% | -3.4% |
| YTD | +6.0% | +3.4% | +2.5% | +4.3% |
| 1Y | +24.3% | +0.4% | +23.9% | +23.5% |
| 3Y | +412.8% | +38.2% | +374.6% | +350.5% |
| 5Y | +258.4% | +35.4% | +223.0% | +211.8% |
| 10Y | +396.8% | +131.7% | +265.1% | +255.8% |
| All | +8,486.3% | +460.0% | +8,026.3% | +3,857.6% |
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 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