-8.7%
CMG vs CMS
-0.2%
-8.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.6% |
| 7D | -6.5% | +0.2% | -6.6% | -6.4% |
| 30D | +12.1% | -1.3% | +13.4% | +11.9% |
| 3M | +20.6% | -5.4% | +26.0% | +20.2% |
| 6M | +2.1% | -10.3% | +12.4% | +0.6% |
| YTD | -2.6% | -0.2% | -2.4% | -0.8% |
| 1Y | -8.7% | -0.9% | -7.8% | -5.6% |
| All | -8.7% | -0.2% | -8.5% | -5.6% |
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