+122.2%
CMS vs AU
+684.1%
-561.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.9% |
| 7D | +0.2% | +0.6% | -0.5% | +0.1% |
| 30D | -1.3% | +12.3% | -13.6% | -2.2% |
| 3M | -5.4% | +29.4% | -34.7% | -7.4% |
| 6M | -10.3% | +3.2% | -13.6% | -11.1% |
| YTD | -0.2% | +31.8% | -32.0% | -3.2% |
| 1Y | -0.9% | +83.4% | -84.3% | -6.5% |
| 3Y | +34.0% | +623.1% | -589.1% | +11.5% |
| 5Y | +23.6% | +700.5% | -677.0% | +0.8% |
| 10Y | +122.2% | +717.6% | -595.3% | +86.5% |
| All | +122.2% | +684.1% | -561.9% | +86.5% |
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