+120.4%
CMI vs CMS
+39.1%
+81.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | -9.3% | +0.5% | -9.8% | -9.3% |
| 30D | -13.2% | +7.4% | -20.6% | -13.8% |
| 3M | -28.2% | +1.9% | -30.1% | -28.3% |
| 6M | -32.7% | -2.3% | -30.4% | -32.9% |
| YTD | -10.1% | +3.0% | -13.1% | -11.2% |
| 1Y | -4.9% | -2.8% | -2.1% | -5.0% |
| 3Y | +120.4% | +37.9% | +82.4% | +94.0% |
| All | +120.4% | +39.1% | +81.2% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling