+22.6%
CMS vs AUR
-36.7%
+59.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.8% | -8.9% | +6.1% | -2.7% |
| 3M | -7.1% | +4.6% | -11.8% | -7.2% |
| 6M | -10.0% | +44.9% | -54.9% | -10.5% |
| YTD | -0.9% | +64.8% | -65.8% | -1.6% |
| 1Y | -2.0% | +16.4% | -18.4% | -2.3% |
| 3Y | +33.0% | +85.1% | -52.1% | +29.1% |
| 5Y | +24.3% | -36.1% | +60.4% | +17.7% |
| All | +22.6% | -36.7% | +59.3% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling