+8,016.0%
CI vs CMS
+475.9%
+7,540.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.0% | +1.7% | -0.6% | +0.5% |
| 30D | +9.9% | +8.6% | +1.3% | +7.1% |
| 3M | +12.1% | -0.5% | +12.5% | +12.2% |
| 6M | +10.6% | -4.2% | +14.8% | +12.0% |
| YTD | +11.4% | +3.4% | +7.9% | +10.1% |
| 1Y | +18.8% | +0.4% | +18.3% | +18.5% |
| 3Y | +2.9% | +38.2% | -35.4% | -7.5% |
| 5Y | +54.5% | +35.4% | +19.1% | +38.6% |
| 10Y | +175.7% | +131.7% | +44.1% | +110.2% |
| All | +8,016.0% | +475.9% | +7,540.1% | +4,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling