+167.0%
CMI vs CMS
+23.1%
+144.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -12.3% | -1.3% | -11.0% | -12.0% |
| 3M | -16.8% | -5.4% | -11.4% | -16.2% |
| 6M | +1.5% | -10.3% | +11.9% | +3.6% |
| YTD | +9.8% | -0.2% | +10.0% | +9.0% |
| 1Y | +42.6% | -0.9% | +43.4% | +41.4% |
| 3Y | +151.0% | +34.0% | +117.0% | +126.0% |
| 5Y | +167.0% | +23.6% | +143.5% | +136.2% |
| All | +167.0% | +23.1% | +144.0% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling