+411.8%
CAH vs CMS
+137.8%
+274.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | +16.5% | +6.6% | +10.0% | +13.6% |
| 3M | +15.7% | +0.8% | +14.9% | +15.3% |
| 6M | +52.7% | -3.3% | +56.0% | +54.5% |
| YTD | +36.3% | +2.7% | +33.6% | +34.6% |
| 1Y | +36.7% | -4.0% | +40.8% | +38.6% |
| 3Y | +178.2% | +37.6% | +140.6% | +142.8% |
| 5Y | +515.8% | +35.4% | +480.3% | +432.0% |
| 10Y | +411.8% | +136.0% | +275.8% | +309.7% |
| All | +411.8% | +137.8% | +274.1% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling