+328.9%
CME vs CMS
+125.4%
+203.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | +13.2% | +6.3% | +6.9% | +10.3% |
| 3M | +16.3% | -2.1% | +18.3% | +17.2% |
| 6M | +7.1% | -5.1% | +12.2% | +9.2% |
| YTD | +15.8% | +1.3% | +14.6% | +14.6% |
| 1Y | +17.1% | -1.4% | +18.5% | +17.1% |
| 3Y | +63.2% | +36.9% | +26.2% | +40.2% |
| 5Y | +70.2% | +32.5% | +37.7% | +44.9% |
| All | +328.9% | +125.4% | +203.4% | +281.4% |
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