-63.7%
XYZ vs CMS
+36.3%
-100.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +11.5% | +6.2% | +5.3% | +9.5% |
| 3M | +1.8% | +0.6% | +1.2% | +1.5% |
| 6M | +21.2% | -1.8% | +23.0% | +21.6% |
| YTD | +29.9% | +3.8% | +26.1% | +27.0% |
| 1Y | +35.8% | -1.8% | +37.5% | +35.6% |
| 3Y | +62.6% | +39.8% | +22.8% | +32.2% |
| All | -63.7% | +36.3% | -100.0% | -68.9% |
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