+202.1%
AA vs CMS
+475.9%
-273.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | -10.8% | +8.6% | -19.4% | -13.3% |
| 3M | -19.1% | -0.5% | -18.6% | -19.1% |
| 6M | -38.7% | -4.2% | -34.5% | -38.1% |
| YTD | -27.1% | +3.4% | -30.6% | -28.5% |
| 1Y | +8.3% | +0.4% | +7.9% | +7.3% |
| 3Y | +49.6% | +38.2% | +11.3% | +31.5% |
| 5Y | -15.5% | +35.4% | -50.9% | -25.5% |
| 10Y | +60.9% | +131.7% | -70.8% | +13.6% |
| All | +202.1% | +475.9% | -273.8% | +28.2% |
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