+459.7%
CMS vs AME
+18,709.1%
-18,249.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | -3.6% | -6.7% | +3.1% | -2.0% |
| 3M | -1.9% | +4.1% | -6.0% | -3.1% |
| 6M | -11.0% | +1.6% | -12.6% | -11.7% |
| YTD | +0.2% | +16.1% | -15.9% | -4.0% |
| 1Y | -1.3% | +27.3% | -28.6% | -7.8% |
| 3Y | +35.9% | +50.9% | -14.9% | +20.2% |
| 5Y | +23.1% | +81.4% | -58.3% | +3.1% |
| 10Y | +117.9% | +417.0% | -299.0% | +37.0% |
| All | +459.7% | +18,709.1% | -18,249.4% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling