+599.5%
XYZ vs CMS
+125.4%
+474.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.6% |
| 7D | +12.1% | -1.3% | +13.5% | +12.8% |
| 30D | +12.4% | +6.3% | +6.1% | +9.6% |
| 3M | +8.2% | -2.1% | +10.2% | +9.0% |
| 6M | +20.7% | -5.1% | +25.8% | +22.7% |
| YTD | +31.3% | +1.3% | +30.1% | +29.2% |
| 1Y | +20.5% | -1.4% | +21.9% | +19.8% |
| 3Y | +72.6% | +36.9% | +35.7% | +43.7% |
| 5Y | -64.0% | +32.5% | -96.5% | -69.8% |
| All | +599.5% | +125.4% | +474.1% | +410.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling