-1.5%
CMG vs CMS
+36.1%
-37.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +8.6% | -0.9% | +9.5% | +8.7% |
| 30D | +13.1% | +7.1% | +6.1% | +12.5% |
| 3M | +9.0% | -1.3% | +10.3% | +9.1% |
| 6M | +10.0% | -2.7% | +12.7% | +10.2% |
| YTD | -3.4% | +2.6% | -6.0% | -3.8% |
| 1Y | +16.8% | -2.0% | +18.8% | +16.9% |
| 3Y | -14.7% | +39.6% | -54.3% | -19.1% |
| 5Y | -1.5% | +35.3% | -36.9% | -5.4% |
| All | -1.5% | +36.1% | -37.6% | -5.4% |
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 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