+13.2%
W vs CMS
-0.8%
+14.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +7.0% | +7.2% | -0.2% | +6.6% |
| 3M | +7.4% | -1.3% | +8.6% | +7.1% |
| 6M | +69.3% | -4.3% | +73.6% | +69.0% |
| YTD | +11.3% | +2.1% | +9.2% | +3.2% |
| 1Y | +13.2% | -0.6% | +13.8% | +9.2% |
| All | +13.2% | -0.8% | +14.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling