+232.1%
W vs CMS
+127.3%
+104.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | +7.0% | +7.2% | -0.2% | +4.3% |
| 3M | +7.4% | -1.3% | +8.6% | +7.8% |
| 6M | +69.3% | -4.3% | +73.6% | +71.6% |
| YTD | +11.3% | +2.1% | +9.2% | +9.5% |
| 1Y | +13.2% | -0.6% | +13.8% | +12.5% |
| 3Y | +142.0% | +38.0% | +104.0% | +105.7% |
| 5Y | -54.6% | +33.6% | -88.2% | -61.2% |
| All | +232.1% | +127.3% | +104.8% | +237.3% |
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