-26.3%
U vs CMS
+38.1%
-64.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.1% |
| 7D | +24.4% | +0.5% | +23.9% | +24.3% |
| 30D | +7.4% | +7.4% | 0.0% | +7.2% |
| 3M | +16.8% | +1.9% | +14.9% | +16.8% |
| 6M | +78.8% | -2.3% | +81.1% | +78.8% |
| YTD | +14.0% | +3.0% | +11.0% | +13.1% |
| 1Y | +16.7% | -2.8% | +19.5% | +16.7% |
| 3Y | +86.4% | +37.9% | +48.5% | +72.8% |
| 5Y | -71.5% | +34.0% | -105.4% | -72.7% |
| All | -26.3% | +38.1% | -64.4% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling