+335.9%
CMI vs CMS
+137.8%
+198.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -12.2% | +6.6% | -18.8% | -13.9% |
| 3M | -26.5% | +0.8% | -27.3% | -26.8% |
| 6M | -33.6% | -3.3% | -30.3% | -33.4% |
| YTD | -8.3% | +2.7% | -11.0% | -9.8% |
| 1Y | -1.3% | -4.0% | +2.8% | -0.9% |
| 3Y | +124.8% | +37.6% | +87.2% | +98.8% |
| 5Y | +119.9% | +35.4% | +84.4% | +93.1% |
| 10Y | +335.9% | +136.0% | +199.9% | +281.2% |
| All | +335.9% | +137.8% | +198.1% | +281.2% |
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