+35.8%
XYZ vs CMS
-2.7%
+38.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.9% |
| 7D | -1.1% | +1.7% | -2.8% | -0.9% |
| 30D | +11.5% | +6.2% | +5.3% | +12.7% |
| 3M | +1.8% | +0.6% | +1.2% | +1.1% |
| 6M | +21.2% | -1.8% | +23.0% | +21.0% |
| YTD | +29.9% | +3.8% | +26.1% | +38.3% |
| 1Y | +35.8% | -1.8% | +37.5% | +46.2% |
| All | +35.8% | -2.7% | +38.4% | +46.2% |
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