+374.9%
CMS vs AMCR
+100.2%
+274.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | -1.9% | +2.2% | +0.7% |
| 30D | -3.6% | -4.1% | +0.5% | -2.9% |
| 3M | -1.9% | +21.7% | -23.6% | -5.7% |
| 6M | -11.0% | +1.5% | -12.5% | -11.7% |
| YTD | +0.2% | +13.1% | -12.9% | -3.0% |
| 1Y | -1.3% | +13.0% | -14.3% | -4.5% |
| 3Y | +35.9% | +6.9% | +29.0% | +31.9% |
| 5Y | +23.1% | -10.5% | +33.5% | +22.9% |
| 10Y | +117.9% | +20.9% | +97.0% | +101.4% |
| All | +374.9% | +100.2% | +274.7% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling