-54.2%
W vs CMS
+32.6%
-86.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.1% |
| 30D | +7.0% | +6.3% | +0.6% | +4.8% |
| 3M | +7.4% | -2.1% | +9.4% | +8.1% |
| 6M | +69.3% | -5.1% | +74.4% | +71.9% |
| YTD | +11.3% | +1.3% | +10.0% | +9.5% |
| 1Y | +13.2% | -1.4% | +14.6% | +12.7% |
| 3Y | +142.0% | +36.9% | +105.1% | +95.9% |
| All | -54.2% | +32.6% | -86.8% | -60.6% |
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