-10.7%
CMG vs CMS
-1.9%
-8.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | +7.1% | -3.6% | +10.7% | +6.8% |
| 3M | +31.2% | -1.9% | +33.1% | +31.0% |
| 6M | +0.7% | -11.0% | +11.7% | -1.0% |
| YTD | -0.1% | +0.2% | -0.3% | +1.5% |
| 1Y | -10.7% | -1.3% | -9.4% | -9.1% |
| All | -10.7% | -1.9% | -8.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling