+140.2%
CMS vs CAG
-37.3%
+177.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.3% |
| 7D | +1.7% | -3.3% | +5.1% | +2.6% |
| 30D | +6.2% | +7.7% | -1.5% | +4.0% |
| 3M | +0.6% | -3.2% | +3.8% | +1.1% |
| 6M | -1.8% | +7.0% | -8.7% | -4.1% |
| YTD | +3.8% | -9.0% | +12.8% | +5.2% |
| 1Y | -1.8% | -9.6% | +7.8% | -0.3% |
| 3Y | +39.8% | -36.0% | +75.8% | +54.3% |
| 5Y | +37.1% | -40.9% | +78.0% | +54.3% |
| All | +140.2% | -37.3% | +177.4% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling