+19.4%
U vs CMS
-1.6%
+21.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +4.4% |
| 7D | +36.6% | -0.5% | +37.1% | +36.0% |
| 30D | +13.3% | +7.2% | +6.1% | +20.5% |
| 3M | +26.2% | -1.3% | +27.4% | +24.7% |
| 6M | +88.7% | -4.3% | +93.1% | +82.9% |
| YTD | +16.6% | +2.1% | +14.5% | +31.2% |
| All | +19.4% | -1.6% | +21.0% | +29.5% |
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