+38.9%
CMS vs AR
+34.1%
+4.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.5% | -14.3% | +13.7% | -0.1% |
| 30D | +7.2% | +1.4% | +5.7% | +7.1% |
| 3M | -1.3% | +3.4% | -4.6% | -1.5% |
| 6M | -4.3% | -2.1% | -2.3% | -4.4% |
| YTD | +2.1% | +4.7% | -2.6% | +1.6% |
| 1Y | -0.6% | +10.6% | -11.2% | -1.3% |
| All | +38.9% | +34.1% | +4.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling