+4.9%
AA vs CMS
-2.7%
+7.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.6% |
| 7D | +0.5% | +1.7% | -1.2% | +0.7% |
| 30D | -0.6% | +6.2% | -6.8% | +0.1% |
| 3M | -19.7% | +0.6% | -20.3% | -19.8% |
| 6M | -41.6% | -1.8% | -39.8% | -41.4% |
| YTD | -24.6% | +3.8% | -28.5% | -19.4% |
| 1Y | +4.9% | -1.8% | +6.6% | +11.4% |
| All | +4.9% | -2.7% | +7.6% | +11.4% |
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