+321.2%
CMG vs CMS
+120.6%
+200.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | +12.9% | -2.8% | +15.7% | +13.4% |
| 3M | +18.8% | -7.1% | +25.9% | +20.0% |
| 6M | +4.1% | -10.0% | +14.1% | +5.6% |
| YTD | -2.4% | -0.9% | -1.4% | -2.5% |
| 1Y | -6.7% | -2.0% | -4.7% | -6.7% |
| 3Y | -7.1% | +33.0% | -40.1% | -12.7% |
| 5Y | -5.0% | +24.3% | -29.2% | -10.1% |
| All | +321.2% | +120.6% | +200.6% | +310.3% |
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