-3.1%
CMS vs CAG
-5.3%
+2.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.9% | +4.6% | -5.5% | -1.9% |
| 30D | +7.1% | +14.7% | -7.6% | +4.1% |
| 3M | -1.3% | +2.4% | -3.7% | -2.3% |
| 6M | -2.7% | +10.7% | -13.4% | -5.5% |
| YTD | +2.6% | -5.5% | +8.1% | +1.4% |
| All | -3.1% | -5.3% | +2.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling