+621.5%
XYZ vs CMS
+137.8%
+483.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.7% |
| 30D | +11.6% | +6.6% | +5.0% | +8.8% |
| 3M | +8.4% | +0.8% | +7.6% | +8.0% |
| 6M | +17.2% | -3.3% | +20.5% | +18.3% |
| YTD | +31.7% | +2.7% | +29.0% | +28.9% |
| 1Y | +30.1% | -4.0% | +34.1% | +31.0% |
| 3Y | +66.4% | +37.6% | +28.9% | +38.6% |
| 5Y | -62.2% | +35.4% | -97.6% | -68.5% |
| 10Y | +621.5% | +136.0% | +485.5% | +456.1% |
| All | +621.5% | +137.8% | +483.8% | +456.1% |
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