+57.2%
AA vs CMS
+35.4%
+21.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | -6.7% | +6.3% | -13.0% | -7.5% |
| 3M | -16.3% | -2.1% | -14.3% | -16.2% |
| 6M | -37.1% | -5.1% | -32.0% | -36.7% |
| YTD | -25.0% | +1.3% | -26.3% | -25.4% |
| 1Y | +8.6% | -1.4% | +10.0% | +8.6% |
| 3Y | +57.2% | +36.9% | +20.3% | +20.6% |
| All | +57.2% | +35.4% | +21.9% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling