+28.5%
CMS vs AUR
-57.9%
+86.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | +1.7% | -4.5% | +6.3% | +1.8% |
| 30D | +6.2% | -16.6% | +22.8% | +6.3% |
| 3M | +0.6% | -38.5% | +39.1% | +0.9% |
| 6M | -1.8% | -49.9% | +48.1% | -1.3% |
| YTD | +3.8% | +9.6% | -5.8% | +3.4% |
| 1Y | -1.8% | +1.2% | -3.0% | -2.1% |
| 3Y | +39.8% | +128.8% | -89.0% | +34.9% |
| 5Y | +37.1% | -57.9% | +95.0% | +30.8% |
| All | +28.5% | -57.9% | +86.4% | +21.8% |
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