+700.3%
CAT vs CMS
+137.8%
+562.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | -24.6% | +6.6% | -31.1% | -26.0% |
| 3M | -28.5% | +0.8% | -29.3% | -28.8% |
| 6M | -34.8% | -3.3% | -31.5% | -34.5% |
| YTD | +5.9% | +2.7% | +3.2% | +4.5% |
| 1Y | +6.8% | -4.0% | +10.8% | +7.4% |
| 3Y | +161.1% | +37.6% | +123.5% | +132.3% |
| 5Y | +213.4% | +35.4% | +178.0% | +177.2% |
| 10Y | +700.3% | +136.0% | +564.3% | +629.0% |
| All | +700.3% | +137.8% | +562.6% | +629.0% |
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