+16.7%
U vs CMS
-0.8%
+17.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -1.8% |
| 7D | +24.4% | +0.5% | +23.9% | +24.9% |
| 30D | +7.4% | +7.4% | 0.0% | +14.5% |
| 3M | +16.8% | +1.9% | +14.9% | +18.7% |
| 6M | +78.8% | -2.3% | +81.1% | +76.7% |
| YTD | +14.0% | +3.0% | +11.0% | +29.2% |
| 1Y | +16.7% | -2.8% | +19.5% | +27.5% |
| All | +16.7% | -0.8% | +17.5% | +27.5% |
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