+121.7%
CMS vs AME
+442.8%
-321.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.7% | -2.8% |
| 7D | -1.3% | -5.2% | +3.9% | -0.1% |
| 30D | +6.3% | -8.0% | +14.3% | +8.3% |
| 3M | -2.1% | -8.9% | +6.8% | -0.1% |
| 6M | -5.1% | -5.0% | -0.1% | -4.5% |
| YTD | +1.3% | +11.9% | -10.6% | -2.9% |
| 1Y | -1.4% | +16.6% | -18.0% | -6.6% |
| 3Y | +36.9% | +62.5% | -25.5% | +15.2% |
| 5Y | +32.5% | +67.6% | -35.1% | +9.2% |
| All | +121.7% | +442.8% | -321.1% | +76.5% |
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