-64.6%
XYZ vs CMS
+36.2%
-100.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +9.2% | +1.7% | +7.5% | +8.7% |
| 30D | +9.8% | +8.6% | +1.2% | +7.1% |
| 3M | -0.2% | -0.5% | +0.3% | -0.1% |
| 6M | +18.0% | -4.2% | +22.1% | +19.2% |
| YTD | +29.1% | +3.4% | +25.7% | +26.4% |
| 1Y | +14.1% | +0.4% | +13.7% | +12.9% |
| 3Y | +72.6% | +38.2% | +34.4% | +41.3% |
| 5Y | -64.6% | +35.4% | -100.0% | -69.7% |
| All | -64.6% | +36.2% | -100.8% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling