+145.0%
CI vs CMS
+117.1%
+27.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +4.4% | -3.6% | +8.0% | +6.1% |
| 3M | +0.7% | -1.9% | +2.6% | +1.4% |
| 6M | +0.3% | -11.0% | +11.3% | +5.3% |
| YTD | +3.8% | +0.2% | +3.6% | +3.5% |
| 1Y | -5.5% | -1.3% | -4.2% | -5.4% |
| 3Y | +8.1% | +35.9% | -27.8% | -6.8% |
| 5Y | +42.8% | +23.1% | +19.7% | +26.9% |
| All | +145.0% | +117.1% | +27.9% | +103.4% |
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