+115.8%
CMS vs CAG
-36.5%
+152.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.2% | -5.3% | +6.5% | +2.6% |
| 30D | -3.2% | +1.0% | -4.1% | -3.5% |
| 3M | -2.2% | +17.4% | -19.6% | -6.6% |
| 6M | -9.4% | -16.8% | +7.4% | -5.5% |
| YTD | +0.7% | -6.8% | +7.5% | +1.6% |
| 1Y | +0.4% | -15.4% | +15.7% | +3.7% |
| 3Y | +35.2% | -37.1% | +72.3% | +50.1% |
| 5Y | +24.1% | -41.3% | +65.4% | +40.0% |
| 10Y | +115.8% | -35.5% | +151.3% | +134.0% |
| All | +115.8% | -36.5% | +152.3% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling