+117.7%
CMS vs AMCR
+16.5%
+101.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.3% | -5.0% | +3.6% | -0.1% |
| 30D | -2.8% | -8.0% | +5.2% | -0.9% |
| 3M | -7.1% | +14.3% | -21.4% | -10.4% |
| 6M | -10.0% | +5.3% | -15.4% | -11.9% |
| YTD | -0.9% | +7.7% | -8.7% | -4.0% |
| 1Y | -2.0% | +10.8% | -12.9% | -5.9% |
| 3Y | +33.0% | +9.6% | +23.4% | +26.5% |
| 5Y | +24.3% | -10.2% | +34.5% | +23.9% |
| All | +117.7% | +16.5% | +101.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling