-2.0%
CMS vs AU
+73.4%
-75.4%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.6% |
| 7D | -1.3% | -7.0% | +5.6% | -1.2% |
| 30D | -2.8% | +7.3% | -10.1% | -3.1% |
| 3M | -7.1% | +33.2% | -40.3% | -8.1% |
| 6M | -10.0% | -0.6% | -9.4% | -10.1% |
| YTD | -0.9% | +26.2% | -27.1% | -2.1% |
| 1Y | -2.0% | +68.3% | -70.3% | -4.7% |
| All | -2.0% | +73.4% | -75.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling