+17,150.5%
CAH vs CMS
+471.9%
+16,678.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.2% |
| 30D | +16.5% | +6.6% | +10.0% | +14.8% |
| 3M | +15.7% | +0.8% | +14.9% | +15.5% |
| 6M | +52.7% | -3.3% | +56.0% | +53.8% |
| YTD | +36.3% | +2.7% | +33.6% | +35.4% |
| 1Y | +36.7% | -4.0% | +40.8% | +37.9% |
| 3Y | +178.2% | +37.6% | +140.6% | +157.4% |
| 5Y | +515.8% | +35.4% | +480.3% | +468.5% |
| 10Y | +411.8% | +136.0% | +275.8% | +319.2% |
| All | +17,150.5% | +471.9% | +16,678.6% | +10,560.7% |
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 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