-39.0%
U vs CMS
+34.4%
-73.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | +17.5% | -3.6% | +21.1% | +17.6% |
| 3M | +38.7% | -1.9% | +40.6% | +38.6% |
| 6M | +104.4% | -11.0% | +115.4% | +105.4% |
| YTD | -5.7% | +0.2% | -5.9% | -6.4% |
| 1Y | +3.7% | -1.3% | +5.0% | +3.0% |
| 3Y | +12.3% | +35.9% | -23.6% | +4.0% |
| 5Y | -68.8% | +23.1% | -91.9% | -70.8% |
| All | -39.0% | +34.4% | -73.4% | -42.1% |
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 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