+24.1%
CMS vs AU
+676.5%
-652.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -3.2% | +12.8% | -15.9% | -4.1% |
| 3M | -2.2% | +28.5% | -30.7% | -4.3% |
| 6M | -9.4% | +4.8% | -14.3% | -10.3% |
| YTD | +0.7% | +31.0% | -30.3% | -2.5% |
| 1Y | +0.4% | +81.4% | -81.1% | -5.9% |
| 3Y | +35.2% | +618.4% | -583.3% | +7.9% |
| 5Y | +24.1% | +686.3% | -662.2% | -6.1% |
| All | +24.1% | +676.5% | -652.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling