+52.7%
CI vs CMS
+35.4%
+17.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +7.3% | +7.4% | -0.1% | +4.5% |
| 3M | +9.5% | +1.9% | +7.6% | +8.7% |
| 6M | +6.4% | -2.3% | +8.8% | +7.3% |
| YTD | +12.0% | +3.0% | +9.0% | +10.7% |
| 1Y | +20.1% | -2.8% | +22.9% | +21.1% |
| 3Y | +9.6% | +37.9% | -28.3% | -2.6% |
| 5Y | +52.7% | +34.0% | +18.8% | +35.1% |
| All | +52.7% | +35.4% | +17.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling