+16.0%
AA vs CMS
+1.4%
+14.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.9% |
| 7D | +0.9% | +4.1% | -3.1% | +1.3% |
| 30D | -6.4% | +10.9% | -17.3% | -6.0% |
| 3M | -13.0% | -0.2% | -12.7% | -13.1% |
| 6M | -34.6% | -4.7% | -29.9% | -34.6% |
| YTD | -23.0% | +3.9% | -26.9% | -19.4% |
| 1Y | +16.0% | +0.4% | +15.6% | +22.7% |
| All | +16.0% | +1.4% | +14.6% | +22.7% |
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 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