-63.1%
W vs CMS
+23.4%
-86.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -7.6% | -3.6% | -4.0% | -6.5% |
| 3M | +37.2% | -1.9% | +39.1% | +37.8% |
| 6M | +26.3% | -11.0% | +37.3% | +30.6% |
| YTD | -1.0% | +0.2% | -1.2% | -2.1% |
| 1Y | +20.1% | -1.3% | +21.4% | +19.2% |
| 3Y | +37.8% | +35.9% | +1.9% | +13.6% |
| All | -63.1% | +23.4% | -86.6% | -69.5% |
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