+137.6%
CMS vs AU
+879.0%
-741.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.1% |
| 7D | -1.1% | +4.7% | -5.8% | -1.5% |
| 30D | +6.6% | -1.5% | +8.1% | +6.5% |
| 3M | +0.8% | -5.0% | +5.8% | +0.9% |
| 6M | -3.3% | -13.5% | +10.2% | -2.9% |
| YTD | +2.7% | +11.7% | -9.0% | +0.6% |
| 1Y | -4.0% | +21.3% | -25.3% | -6.6% |
| 3Y | +37.6% | +545.0% | -507.4% | +15.5% |
| 5Y | +35.4% | +412.0% | -376.5% | +13.9% |
| All | +137.6% | +879.0% | -741.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling