+243.6%
W vs CMS
+127.7%
+115.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | +10.5% | +7.1% | +3.5% | +7.8% |
| 3M | +9.6% | -1.3% | +10.9% | +10.1% |
| 6M | +76.4% | -2.7% | +79.0% | +77.7% |
| YTD | +16.4% | +2.6% | +13.8% | +14.2% |
| 1Y | +9.3% | -2.0% | +11.3% | +9.3% |
| 3Y | +172.8% | +39.6% | +133.2% | +129.9% |
| 5Y | -53.4% | +35.3% | -88.7% | -60.5% |
| 10Y | +243.6% | +132.3% | +111.3% | +242.0% |
| All | +243.6% | +127.7% | +115.9% | +242.0% |
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 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