+51.2%
CI vs CMS
+36.3%
+14.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.4% |
| 7D | +1.2% | +1.7% | -0.6% | +0.5% |
| 30D | +2.6% | +6.2% | -3.6% | +0.3% |
| 3M | +7.4% | +0.6% | +6.8% | +7.1% |
| 6M | -0.1% | -1.8% | +1.7% | +0.5% |
| YTD | +9.7% | +3.8% | +5.9% | +8.0% |
| 1Y | +12.1% | -1.8% | +13.9% | +12.6% |
| 3Y | +7.0% | +39.8% | -32.8% | -5.5% |
| All | +51.2% | +36.3% | +14.9% | +32.6% |
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