+77.6%
V vs CMS
+35.4%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +13.6% | +6.3% | +7.3% | +12.2% |
| 3M | +14.3% | -2.1% | +16.3% | +14.7% |
| 6M | +33.1% | -5.1% | +38.2% | +34.4% |
| YTD | +21.2% | +1.3% | +20.0% | +20.1% |
| 1Y | +26.4% | -1.4% | +27.8% | +26.1% |
| 3Y | +77.6% | +36.9% | +40.7% | +68.4% |
| All | +77.6% | +35.4% | +42.2% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling