+200.6%
W vs CMS
+240.3%
-39.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -8.1% |
| 7D | -5.6% | +1.7% | -7.3% | -6.1% |
| 30D | +7.5% | +8.6% | -1.1% | +4.5% |
| 3M | +5.4% | -0.5% | +5.9% | +5.5% |
| 6M | +79.4% | -4.2% | +83.6% | +81.6% |
| YTD | +12.9% | +3.4% | +9.5% | +10.7% |
| 1Y | +12.4% | +0.4% | +12.0% | +11.4% |
| 3Y | +128.5% | +38.2% | +90.3% | +96.5% |
| 5Y | -54.0% | +35.4% | -89.4% | -60.3% |
| 10Y | +248.8% | +131.7% | +117.1% | +176.6% |
| All | +200.6% | +240.3% | -39.7% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling