-14.8%
AA vs CMS
+32.6%
-47.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | -6.7% | +6.3% | -13.0% | -8.7% |
| 3M | -16.3% | -2.1% | -14.3% | -15.9% |
| 6M | -37.1% | -5.1% | -32.0% | -36.3% |
| YTD | -25.0% | +1.3% | -26.3% | -26.0% |
| 1Y | +8.6% | -1.4% | +10.0% | +8.1% |
| 3Y | +57.2% | +36.9% | +20.3% | +29.9% |
| All | -14.8% | +32.6% | -47.4% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling