+292.2%
CMS vs AU
+793.6%
-501.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.4% | -3.6% | +4.0% | +0.6% |
| 30D | -3.6% | +23.9% | -27.5% | -5.4% |
| 3M | -1.9% | +19.1% | -21.0% | -3.7% |
| 6M | -11.0% | -0.2% | -10.8% | -11.7% |
| YTD | +0.2% | +32.5% | -32.3% | -3.2% |
| 1Y | -1.3% | +96.9% | -98.3% | -8.0% |
| 3Y | +35.9% | +614.7% | -578.8% | +12.0% |
| 5Y | +23.1% | +647.7% | -624.6% | -0.4% |
| 10Y | +117.9% | +679.2% | -561.3% | +68.1% |
| All | +292.2% | +793.6% | -501.4% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling