+387.7%
V vs CMS
+117.1%
+270.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +2.0% | -3.6% | +5.6% | +3.3% |
| 3M | +17.4% | -1.9% | +19.3% | +18.1% |
| 6M | +17.5% | -11.0% | +28.5% | +22.3% |
| YTD | +7.6% | +0.2% | +7.4% | +6.8% |
| 1Y | +7.7% | -1.3% | +9.0% | +7.4% |
| 3Y | +54.7% | +35.9% | +18.7% | +34.4% |
| 5Y | +73.0% | +23.1% | +50.0% | +53.9% |
| All | +387.7% | +117.1% | +270.6% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling