+284.4%
CMS vs AR
-27.2%
+311.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | -3.6% | +14.8% | -18.4% | -4.0% |
| 3M | -1.9% | +6.2% | -8.1% | -2.1% |
| 6M | -11.0% | +4.3% | -15.3% | -11.2% |
| YTD | +0.2% | +14.4% | -14.2% | -0.3% |
| 1Y | -1.3% | +21.3% | -22.7% | -2.1% |
| 3Y | +35.9% | +39.8% | -3.9% | +33.7% |
| 5Y | +23.1% | +142.1% | -119.0% | +19.2% |
| 10Y | +117.9% | +52.0% | +65.9% | +96.7% |
| All | +284.4% | -27.2% | +311.6% | +252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling