+12.0%
CI vs CMS
-4.6%
+16.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -1.7% | -1.3% | -0.5% | -1.1% |
| 30D | +4.9% | +5.3% | -0.4% | +2.5% |
| 3M | +7.4% | -0.3% | +7.7% | +7.4% |
| 6M | +0.4% | -4.0% | +4.4% | +2.1% |
| YTD | +9.5% | +2.1% | +7.3% | +8.4% |
| 1Y | +12.0% | -4.7% | +16.7% | +14.6% |
| All | +12.0% | -4.6% | +16.6% | +14.6% |
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