+291.9%
AA vs CMS
+457.8%
-165.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +5.0% | -3.6% | +8.6% | +6.2% |
| 3M | -35.8% | -1.9% | -33.9% | -35.7% |
| 6M | -18.4% | -11.0% | -7.4% | -15.4% |
| YTD | -5.5% | +0.2% | -5.7% | -6.1% |
| 1Y | +61.0% | -1.3% | +62.3% | +60.2% |
| 3Y | +66.2% | +35.9% | +30.3% | +47.0% |
| 5Y | +11.4% | +23.1% | -11.7% | +1.2% |
| 10Y | +116.9% | +117.9% | -1.0% | +56.6% |
| All | +291.9% | +457.8% | -165.9% | +68.3% |
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