+3,981.8%
CMG vs CMS
+779.5%
+3,202.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | +13.7% | +7.4% | +6.3% | +10.9% |
| 3M | +11.8% | +1.9% | +9.9% | +11.0% |
| 6M | +10.6% | -2.3% | +12.9% | +11.2% |
| YTD | -2.9% | +3.0% | -5.9% | -4.5% |
| 1Y | +17.8% | -2.8% | +20.6% | +18.3% |
| 3Y | -15.3% | +37.9% | -53.2% | -26.5% |
| 5Y | -0.9% | +34.0% | -34.8% | -14.6% |
| 10Y | +358.4% | +138.1% | +220.2% | +186.3% |
| All | +3,981.8% | +779.5% | +3,202.4% | +1,048.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling