+30.1%
XYZ vs CMS
-2.8%
+32.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -2.2% | -1.1% | -1.1% | -2.3% |
| 30D | +11.6% | +6.6% | +5.0% | +12.8% |
| 3M | +8.4% | +0.8% | +7.6% | +8.0% |
| 6M | +17.2% | -3.3% | +20.5% | +16.7% |
| YTD | +31.7% | +2.7% | +29.0% | +38.1% |
| 1Y | +30.1% | -4.0% | +34.1% | +40.6% |
| All | +30.1% | -2.8% | +32.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling