+42.1%
U vs CMS
-2.7%
+44.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +6.7% |
| 7D | +2.6% | +1.7% | +0.8% | +4.0% |
| 30D | +27.6% | +6.2% | +21.4% | +34.7% |
| 3M | +15.3% | +0.6% | +14.7% | +15.8% |
| 6M | +96.4% | -1.8% | +98.2% | +94.6% |
| YTD | +19.6% | +3.8% | +15.7% | +39.1% |
| 1Y | +42.1% | -1.8% | +43.9% | +57.1% |
| All | +42.1% | -2.7% | +44.8% | +57.1% |
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 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