+75.1%
CME vs CMS
+34.1%
+41.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +13.9% | +6.6% | +7.4% | +11.9% |
| 3M | +22.4% | +0.8% | +21.6% | +22.0% |
| 6M | +12.9% | -3.3% | +16.2% | +13.8% |
| YTD | +19.6% | +2.7% | +16.9% | +18.3% |
| 1Y | +17.7% | -4.0% | +21.7% | +18.7% |
| 3Y | +65.3% | +37.6% | +27.7% | +51.3% |
| 5Y | +75.1% | +35.4% | +39.7% | +56.0% |
| All | +75.1% | +34.1% | +41.1% | +56.0% |
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 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