+56.5%
CCI vs CMS
+127.7%
-71.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +0.9% | -0.9% | +1.8% | +1.6% |
| 30D | +10.3% | +7.1% | +3.2% | +5.0% |
| 3M | +17.9% | -1.3% | +19.2% | +18.8% |
| 6M | -0.5% | -2.7% | +2.2% | +1.2% |
| YTD | +2.7% | +2.6% | +0.1% | +0.4% |
| 1Y | +3.1% | -2.0% | +5.1% | +4.1% |
| 3Y | +8.0% | +39.6% | -31.7% | -15.0% |
| 5Y | -37.8% | +35.3% | -73.1% | -50.0% |
| 10Y | +56.5% | +132.3% | -75.8% | -7.3% |
| All | +56.5% | +127.7% | -71.2% | -7.3% |
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