+158.7%
CI vs CMS
+127.3%
+31.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -1.6% | -0.5% | -1.0% | -1.3% |
| 30D | +5.4% | +7.2% | -1.8% | +2.3% |
| 3M | +7.3% | -1.3% | +8.5% | +7.8% |
| 6M | +5.3% | -4.3% | +9.6% | +7.3% |
| YTD | +8.5% | +2.1% | +6.4% | +7.2% |
| 1Y | +17.1% | -0.6% | +17.7% | +17.1% |
| 3Y | +1.4% | +38.0% | -36.6% | -13.1% |
| 5Y | +50.5% | +33.6% | +16.9% | +28.6% |
| All | +158.7% | +127.3% | +31.5% | +118.0% |
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