+18.3%
CCI vs CMS
+117.1%
-98.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +0.2% | +1.2% | -1.0% | -0.7% |
| 30D | +0.5% | -3.2% | +3.7% | +2.8% |
| 3M | -16.3% | -2.2% | -14.1% | -15.0% |
| 6M | -13.9% | -9.4% | -4.5% | -7.9% |
| YTD | -12.4% | +0.7% | -13.1% | -13.2% |
| 1Y | -15.2% | +0.4% | -15.5% | -15.8% |
| 3Y | -9.9% | +35.2% | -45.0% | -27.5% |
| 5Y | -50.8% | +24.1% | -75.0% | -58.1% |
| 10Y | +18.3% | +115.8% | -97.5% | -28.4% |
| All | +18.3% | +117.1% | -98.8% | -28.4% |
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 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