+35.4%
CMS vs AUR
-53.5%
+89.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.1% | +12.7% | -13.9% | -1.2% |
| 30D | +6.6% | -18.7% | +25.3% | +6.7% |
| 3M | +0.8% | -33.8% | +34.6% | +1.1% |
| 6M | -3.3% | -36.6% | +33.3% | -3.1% |
| YTD | +2.7% | +19.8% | -17.1% | +2.2% |
| 1Y | -4.0% | +8.0% | -12.0% | -4.4% |
| 3Y | +37.6% | +153.4% | -115.8% | +32.6% |
| 5Y | +35.4% | -54.0% | +89.4% | +28.8% |
| All | +35.4% | -53.5% | +89.0% | +28.8% |
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 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