+332.6%
CMI vs CMS
+140.2%
+192.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.5% | +1.7% | -1.3% | 0.0% |
| 30D | -14.0% | +6.2% | -20.2% | -15.6% |
| 3M | -28.1% | +0.6% | -28.8% | -28.4% |
| 6M | -35.8% | -1.8% | -34.1% | -35.9% |
| YTD | -10.5% | +3.8% | -14.4% | -12.2% |
| 1Y | -1.9% | -1.8% | -0.1% | -2.2% |
| 3Y | +121.0% | +39.8% | +81.2% | +94.5% |
| 5Y | +114.6% | +37.1% | +77.4% | +87.8% |
| All | +332.6% | +140.2% | +192.3% | +280.1% |
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