+17.1%
CI vs CMS
-1.6%
+18.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.5% |
| 7D | -1.6% | -1.3% | -0.2% | -0.8% |
| 30D | +5.4% | +6.3% | -0.9% | +2.6% |
| 3M | +7.3% | -2.1% | +9.3% | +8.2% |
| 6M | +5.3% | -5.1% | +10.4% | +7.8% |
| YTD | +8.5% | +1.3% | +7.2% | +7.2% |
| 1Y | +17.1% | -1.4% | +18.5% | +17.8% |
| All | +17.1% | -1.6% | +18.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling