-56.8%
W vs CMS
+34.5%
-91.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +3.2% | +5.3% | -2.0% | +1.5% |
| 3M | +8.3% | -0.3% | +8.6% | +8.4% |
| 6M | +84.3% | -4.0% | +88.3% | +86.5% |
| YTD | +11.0% | +2.1% | +8.9% | +8.9% |
| 1Y | -0.2% | -4.7% | +4.5% | +0.6% |
| 3Y | +157.9% | +36.8% | +121.1% | +108.7% |
| 5Y | -56.8% | +34.9% | -91.6% | -63.6% |
| All | -56.8% | +34.5% | -91.3% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling