+503.2%
CMI vs CMS
+118.9%
+384.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -12.4% | -4.1% | -8.3% | -11.4% |
| 3M | -14.8% | -7.1% | -7.7% | -13.3% |
| 6M | +0.8% | -10.1% | +10.8% | +3.4% |
| YTD | +10.2% | -1.7% | +11.9% | +9.9% |
| 1Y | +37.4% | -3.4% | +40.8% | +37.5% |
| 3Y | +153.3% | +31.6% | +121.7% | +127.5% |
| 5Y | +167.6% | +23.3% | +144.3% | +142.7% |
| All | +503.2% | +118.9% | +384.3% | +423.6% |
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