+533.2%
XYZ vs CMS
+166.3%
+366.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.0% | +0.4% | -1.3% | -1.1% |
| 30D | -1.7% | -3.6% | +1.9% | -0.4% |
| 3M | +16.7% | -1.9% | +18.7% | +17.2% |
| 6M | +26.9% | -11.0% | +37.8% | +31.8% |
| YTD | +27.1% | +0.2% | +26.9% | +25.8% |
| 1Y | +9.3% | -1.3% | +10.6% | +8.4% |
| 3Y | +42.3% | +35.9% | +6.3% | +20.6% |
| 5Y | -69.3% | +23.1% | -92.4% | -73.1% |
| 10Y | +586.8% | +117.9% | +468.9% | +456.8% |
| All | +533.2% | +166.3% | +366.9% | +436.1% |
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