+54.5%
CI vs CMS
+36.2%
+18.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +1.0% | +1.7% | -0.6% | +0.4% |
| 30D | +9.9% | +8.6% | +1.3% | +6.6% |
| 3M | +12.1% | -0.5% | +12.5% | +12.2% |
| 6M | +10.6% | -4.2% | +14.8% | +12.2% |
| YTD | +11.4% | +3.4% | +7.9% | +9.9% |
| 1Y | +18.8% | +0.4% | +18.3% | +18.4% |
| 3Y | +2.9% | +38.2% | -35.4% | -8.5% |
| 5Y | +54.5% | +35.4% | +19.1% | +37.6% |
| All | +54.5% | +36.2% | +18.3% | +37.6% |
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 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