+3,309.9%
V vs CMS
+837.8%
+2,472.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +2.9% | +1.7% | +1.3% | +2.2% |
| 30D | +14.0% | +8.6% | +5.4% | +9.7% |
| 3M | +14.9% | -0.5% | +15.4% | +15.0% |
| 6M | +31.7% | -4.2% | +35.9% | +34.0% |
| YTD | +21.2% | +3.4% | +17.8% | +18.2% |
| 1Y | +25.3% | +0.4% | +24.8% | +23.8% |
| 3Y | +77.5% | +38.2% | +39.3% | +48.2% |
| 5Y | +102.6% | +35.4% | +67.2% | +66.5% |
| 10Y | +464.3% | +131.7% | +332.7% | +234.2% |
| All | +3,309.9% | +837.8% | +2,472.1% | +645.1% |
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