+30.9%
CMS vs AS
+133.7%
-102.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +1.7% | +7.1% | -5.4% | +1.6% |
| 30D | +8.6% | +12.8% | -4.2% | +8.6% |
| 3M | -0.5% | -14.7% | +14.3% | -0.5% |
| 6M | -4.2% | -9.9% | +5.8% | -4.2% |
| YTD | +3.4% | -16.1% | +19.6% | +3.4% |
| 1Y | +0.4% | +0.2% | +0.3% | +0.4% |
| All | +30.9% | +133.7% | -102.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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