+0.4%
CMS vs AUR
-17.4%
+17.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.2% |
| 7D | +4.1% | -19.8% | +23.9% | +3.3% |
| 30D | +10.9% | -29.0% | +39.9% | +9.8% |
| 3M | -0.2% | -43.6% | +43.3% | -1.7% |
| 6M | -4.7% | -36.6% | +31.9% | -5.5% |
| YTD | +3.9% | +6.3% | -2.4% | +3.2% |
| 1Y | +0.4% | -9.0% | +9.4% | -0.2% |
| All | +0.4% | -17.4% | +17.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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