+1,974.0%
CMS vs AGI
+5,459.2%
-3,485.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -3.6% | +18.2% | -21.8% | -4.5% |
| 3M | -1.9% | -4.1% | +2.2% | -1.9% |
| 6M | -11.0% | -28.7% | +17.7% | -9.8% |
| YTD | +0.2% | -4.0% | +4.2% | -0.2% |
| 1Y | -1.3% | +17.4% | -18.7% | -3.0% |
| 3Y | +35.9% | +203.0% | -167.1% | +26.4% |
| 5Y | +23.1% | +376.7% | -353.6% | +11.2% |
| 10Y | +117.9% | +407.5% | -289.6% | +90.7% |
| All | +1,974.0% | +5,459.2% | -3,485.2% | +1,319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling