+41.9%
CMI vs CMS
-1.9%
+43.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -13.4% | -3.6% | -9.8% | -14.1% |
| 3M | -17.0% | -1.9% | -15.1% | -18.4% |
| 6M | -1.6% | -11.0% | +9.3% | -3.2% |
| YTD | +11.0% | +0.2% | +10.8% | +11.8% |
| 1Y | +41.9% | -1.3% | +43.2% | +42.7% |
| All | +41.9% | -1.9% | +43.8% | +42.7% |
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