+465.5%
CMS vs AME
+18,019.4%
-17,553.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.7% | -2.7% |
| 7D | -1.3% | -5.2% | +3.9% | -0.2% |
| 30D | +6.3% | -8.0% | +14.3% | +8.2% |
| 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% | -2.4% |
| 1Y | -1.4% | +16.6% | -18.0% | -6.0% |
| 3Y | +36.9% | +62.5% | -25.5% | +18.3% |
| 5Y | +32.5% | +67.6% | -35.1% | +12.9% |
| 10Y | +126.8% | +450.4% | -323.6% | +40.0% |
| All | +465.5% | +18,019.4% | -17,553.8% | +91.8% |
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