+305.8%
CME vs CMS
+137.8%
+168.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | +13.9% | +6.6% | +7.4% | +10.9% |
| 3M | +22.4% | +0.8% | +21.6% | +21.9% |
| 6M | +12.9% | -3.3% | +16.2% | +14.2% |
| YTD | +19.6% | +2.7% | +16.9% | +17.6% |
| 1Y | +17.7% | -4.0% | +21.7% | +19.1% |
| 3Y | +65.3% | +37.6% | +27.7% | +41.3% |
| 5Y | +75.1% | +35.4% | +39.7% | +46.9% |
| 10Y | +305.8% | +136.0% | +169.7% | +232.5% |
| All | +305.8% | +137.8% | +168.0% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling