+303.4%
CME vs CMS
+140.2%
+163.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | +3.9% | +1.7% | +2.2% | +3.2% |
| 30D | +11.3% | +6.2% | +5.2% | +8.5% |
| 3M | +19.6% | +0.6% | +18.9% | +19.1% |
| 6M | +8.1% | -1.8% | +9.8% | +8.6% |
| YTD | +20.4% | +3.8% | +16.6% | +17.8% |
| 1Y | +16.5% | -1.8% | +18.3% | +16.7% |
| 3Y | +66.4% | +39.8% | +26.6% | +41.2% |
| 5Y | +74.5% | +37.1% | +37.4% | +45.5% |
| All | +303.4% | +140.2% | +163.2% | +228.0% |
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