+19,478.9%
CMI vs CMS
+457.8%
+19,021.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -13.4% | -3.6% | -9.8% | -12.3% |
| 3M | -17.0% | -1.9% | -15.1% | -16.8% |
| 6M | -1.6% | -11.0% | +9.3% | +1.8% |
| YTD | +11.0% | +0.2% | +10.8% | +10.1% |
| 1Y | +41.9% | -1.3% | +43.2% | +41.2% |
| 3Y | +151.8% | +35.9% | +115.9% | +121.8% |
| 5Y | +163.6% | +23.1% | +140.5% | +137.6% |
| 10Y | +472.9% | +117.9% | +355.0% | +309.3% |
| All | +19,478.9% | +457.8% | +19,021.1% | +8,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling