+132.3%
CMS vs AME
+465.0%
-332.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.5% |
| 7D | -0.9% | -1.5% | +0.6% | -0.7% |
| 30D | +7.1% | -4.2% | +11.2% | +7.9% |
| 3M | -1.3% | -5.9% | +4.7% | -0.1% |
| 6M | -2.7% | +2.8% | -5.5% | -4.1% |
| YTD | +2.6% | +16.6% | -13.9% | -2.7% |
| 1Y | -2.0% | +22.1% | -24.1% | -8.3% |
| 3Y | +39.6% | +64.7% | -25.1% | +17.1% |
| 5Y | +35.3% | +76.6% | -41.3% | +9.7% |
| 10Y | +132.3% | +443.9% | -311.5% | +71.5% |
| All | +132.3% | +465.0% | -332.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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