+543.0%
XYZ vs CMS
+174.9%
+368.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +9.2% | +1.7% | +7.5% | +8.6% |
| 30D | +9.8% | +8.6% | +1.2% | +6.5% |
| 3M | -0.2% | -0.5% | +0.3% | -0.1% |
| 6M | +18.0% | -4.2% | +22.1% | +19.4% |
| YTD | +29.1% | +3.4% | +25.7% | +26.3% |
| 1Y | +14.1% | +0.4% | +13.7% | +12.8% |
| 3Y | +72.6% | +38.2% | +34.4% | +45.8% |
| 5Y | -64.6% | +35.4% | -100.0% | -70.0% |
| 10Y | +590.0% | +131.7% | +458.3% | +454.8% |
| All | +543.0% | +174.9% | +368.1% | +438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling