-1.8%
CMS vs AGI
-15.8%
+14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.7% | -10.1% | +11.9% | +1.8% |
| 30D | +6.2% | -6.5% | +12.7% | +6.1% |
| 3M | +0.6% | -12.8% | +13.4% | +0.6% |
| 6M | -1.8% | -34.3% | +32.5% | -1.1% |
| YTD | +3.8% | -25.6% | +29.5% | +4.7% |
| 1Y | -1.8% | -14.2% | +12.5% | -2.3% |
| All | -1.8% | -15.8% | +14.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling