+53.6%
AA vs CMS
+127.7%
-74.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.6% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | -0.6% | +7.1% | -7.7% | -2.6% |
| 3M | -16.3% | -1.3% | -15.0% | -16.1% |
| 6M | -33.4% | -2.7% | -30.7% | -33.1% |
| YTD | -20.7% | +2.6% | -23.3% | -21.7% |
| 1Y | +12.9% | -2.0% | +14.9% | +12.9% |
| 3Y | +75.7% | +39.6% | +36.1% | +55.6% |
| 5Y | -6.8% | +35.3% | -42.1% | -16.2% |
| 10Y | +53.6% | +132.3% | -78.7% | +54.1% |
| All | +53.6% | +127.7% | -74.1% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling