+35.4%
CMS vs AR
+75.2%
-39.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +1.7% | -11.7% | +13.4% | +2.3% |
| 30D | +8.6% | +1.8% | +6.8% | +8.5% |
| 3M | -0.5% | +6.0% | -6.4% | -0.9% |
| 6M | -4.2% | -7.0% | +2.9% | -4.0% |
| YTD | +3.4% | +5.6% | -2.1% | +2.7% |
| 1Y | +0.4% | +10.8% | -10.4% | -0.6% |
| 3Y | +38.2% | +19.3% | +18.9% | +34.2% |
| 5Y | +35.4% | +73.3% | -37.9% | +32.8% |
| All | +35.4% | +75.2% | -39.7% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling