+142.0%
W vs CMS
+35.4%
+106.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | +7.0% | +6.3% | +0.6% | +6.4% |
| 3M | +7.4% | -2.1% | +9.4% | +7.5% |
| 6M | +69.3% | -5.1% | +74.4% | +69.9% |
| YTD | +11.3% | +1.3% | +10.0% | +10.2% |
| 1Y | +13.2% | -1.4% | +14.6% | +12.8% |
| 3Y | +142.0% | +36.9% | +105.1% | +75.4% |
| All | +142.0% | +35.4% | +106.6% | +75.4% |
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