+15,800.5%
CMI vs CMS
+468.6%
+15,331.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | -14.0% | +5.3% | -19.2% | -15.6% |
| 3M | -28.3% | -0.3% | -28.0% | -28.4% |
| 6M | -34.9% | -4.0% | -30.9% | -34.4% |
| YTD | -9.9% | +2.1% | -12.0% | -11.3% |
| 1Y | -3.6% | -4.7% | +1.1% | -2.9% |
| 3Y | +120.9% | +36.8% | +84.1% | +94.1% |
| 5Y | +116.1% | +34.9% | +81.2% | +88.4% |
| 10Y | +328.5% | +134.7% | +193.8% | +198.3% |
| All | +15,800.5% | +468.6% | +15,331.9% | +6,709.6% |
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 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