+24.0%
CMS vs AUR
-36.6%
+60.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +8.7% | -8.4% | +0.3% |
| 30D | -3.6% | -5.2% | +1.6% | -3.6% |
| 3M | -1.9% | -7.3% | +5.4% | -1.9% |
| 6M | -11.0% | +41.2% | -52.2% | -11.4% |
| YTD | +0.2% | +65.1% | -64.9% | -0.5% |
| 1Y | -1.3% | +13.4% | -14.7% | -1.6% |
| 3Y | +35.9% | +98.1% | -62.2% | +31.8% |
| 5Y | +23.1% | -36.0% | +59.1% | +16.6% |
| All | +24.0% | -36.6% | +60.6% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling