+29.8%
CMS vs AHR
+356.1%
-326.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.9% | -2.1% | +0.2% | -1.5% |
| 30D | -4.1% | +1.9% | -6.0% | -4.5% |
| 3M | -7.1% | +15.7% | -22.7% | -10.0% |
| 6M | -10.1% | +2.5% | -12.6% | -10.9% |
| YTD | -1.7% | +15.0% | -16.7% | -4.8% |
| 1Y | -3.4% | +28.1% | -31.5% | -8.5% |
| All | +29.8% | +356.1% | -326.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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