-24.7%
U vs CMS
+35.8%
-60.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.5% |
| 7D | +36.6% | -1.3% | +37.9% | +36.6% |
| 30D | +13.3% | +6.3% | +7.0% | +13.1% |
| 3M | +26.2% | -2.1% | +28.2% | +26.2% |
| 6M | +88.7% | -5.1% | +93.8% | +88.9% |
| YTD | +16.6% | +1.3% | +15.3% | +15.7% |
| 1Y | +29.0% | -1.4% | +30.3% | +28.3% |
| 3Y | +99.5% | +36.9% | +62.6% | +84.8% |
| 5Y | -66.1% | +32.5% | -98.7% | -67.5% |
| All | -24.7% | +35.8% | -60.5% | -28.5% |
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 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