+29.3%
V vs CMS
+1.4%
+27.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.7% |
| 7D | +9.0% | +4.1% | +4.9% | +8.7% |
| 30D | +18.1% | +10.9% | +7.2% | +17.7% |
| 3M | +18.3% | -0.2% | +18.6% | +17.9% |
| 6M | +34.1% | -4.7% | +38.8% | +32.8% |
| YTD | +25.2% | +3.9% | +21.3% | +27.0% |
| 1Y | +29.3% | +0.4% | +29.0% | +32.0% |
| All | +29.3% | +1.4% | +27.9% | +32.0% |
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