+15,232.8%
CAH vs CMS
+457.8%
+14,775.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +3.3% | -3.6% | +6.9% | +4.2% |
| 3M | +22.8% | -1.9% | +24.7% | +23.3% |
| 6M | +11.3% | -11.0% | +22.2% | +14.2% |
| YTD | +21.1% | +0.2% | +20.9% | +21.0% |
| 1Y | +67.2% | -1.3% | +68.6% | +67.7% |
| 3Y | +195.6% | +35.9% | +159.7% | +174.2% |
| 5Y | +413.8% | +23.1% | +390.8% | +384.6% |
| 10Y | +309.6% | +117.9% | +191.7% | +240.8% |
| All | +15,232.8% | +457.8% | +14,775.0% | +9,431.4% |
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