+24.1%
CMS vs AUR
-34.2%
+58.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +1.2% | +19.2% | -18.0% | +1.1% |
| 30D | -3.2% | -7.8% | +4.6% | -3.1% |
| 3M | -2.2% | +4.0% | -6.2% | -2.3% |
| 6M | -9.4% | +45.0% | -54.4% | -9.9% |
| YTD | +0.7% | +69.5% | -68.8% | 0.0% |
| 1Y | +0.4% | +13.0% | -12.7% | 0.0% |
| 3Y | +35.2% | +90.4% | -55.2% | +31.2% |
| 5Y | +24.1% | -34.2% | +58.3% | +19.9% |
| All | +24.1% | -34.2% | +58.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling