+222.7%
AA vs CMS
+471.9%
-249.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +1.1% | -1.1% | +2.3% | +1.5% |
| 30D | -1.3% | +6.6% | -7.8% | -3.5% |
| 3M | -23.9% | +0.8% | -24.7% | -24.3% |
| 6M | -36.8% | -3.3% | -33.5% | -36.4% |
| YTD | -22.2% | +2.7% | -24.9% | -23.4% |
| 1Y | +10.4% | -4.0% | +14.4% | +11.0% |
| 3Y | +72.0% | +37.6% | +34.4% | +51.4% |
| 5Y | -15.6% | +35.4% | -51.1% | -25.6% |
| 10Y | +47.8% | +136.0% | -88.2% | +3.9% |
| All | +222.7% | +471.9% | -249.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling