+306.5%
CMS vs AU
+607.0%
-300.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +1.7% | -7.2% | +8.9% | +2.3% |
| 30D | +6.2% | -2.9% | +9.1% | +6.3% |
| 3M | +0.6% | -8.7% | +9.3% | +1.0% |
| 6M | -1.8% | -14.1% | +12.4% | -1.3% |
| YTD | +3.8% | +4.8% | -0.9% | +2.0% |
| 1Y | -1.8% | +11.9% | -13.7% | -4.1% |
| 3Y | +39.8% | +513.8% | -474.0% | +16.5% |
| 5Y | +37.1% | +379.3% | -342.2% | +14.8% |
| 10Y | +138.6% | +837.1% | -698.5% | +81.0% |
| All | +306.5% | +607.0% | -300.5% | +208.2% |
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