+138.1%
CMS vs AGI
+335.7%
-197.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | +0.7% |
| 7D | +0.5% | +13.9% | -13.4% | -0.4% |
| 30D | +7.4% | -6.2% | +13.6% | +7.7% |
| 3M | +1.9% | -6.9% | +8.8% | +2.1% |
| 6M | -2.3% | -28.7% | +26.4% | -0.5% |
| YTD | +3.0% | -19.8% | +22.7% | +3.4% |
| 1Y | -2.8% | -4.8% | +2.0% | -3.7% |
| 3Y | +37.9% | +144.3% | -106.4% | +25.6% |
| 5Y | +34.0% | +277.2% | -243.3% | +17.1% |
| 10Y | +138.1% | +365.9% | -227.7% | +100.1% |
| All | +138.1% | +335.7% | -197.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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