+38.9%
CMS vs AGI
+152.5%
-113.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -0.5% | +16.0% | -16.5% | -1.2% |
| 30D | +7.2% | +1.0% | +6.2% | +7.0% |
| 3M | -1.3% | +2.5% | -3.7% | -1.6% |
| 6M | -4.3% | -24.0% | +19.7% | -3.1% |
| YTD | +2.1% | -17.2% | +19.3% | +2.2% |
| 1Y | -0.6% | +4.9% | -5.5% | -2.5% |
| All | +38.9% | +152.5% | -113.6% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling