+506.1%
CAH vs CMS
+32.6%
+473.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.2% |
| 7D | +8.5% | -1.3% | +9.8% | +8.9% |
| 30D | +17.0% | +6.3% | +10.7% | +14.7% |
| 3M | +14.6% | -2.1% | +16.7% | +15.3% |
| 6M | +42.5% | -5.1% | +47.6% | +44.8% |
| YTD | +33.5% | +1.3% | +32.2% | +32.9% |
| 1Y | +38.5% | -1.4% | +39.9% | +39.0% |
| 3Y | +179.0% | +36.9% | +142.1% | +154.4% |
| All | +506.1% | +32.6% | +473.5% | +449.9% |
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