-2.8%
CMS vs CAG
-5.9%
+3.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.5% | +6.6% | -6.1% | -0.9% |
| 30D | +7.4% | +13.9% | -6.5% | +4.6% |
| 3M | +1.9% | +4.0% | -2.2% | +0.5% |
| 6M | -2.3% | +10.0% | -12.3% | -5.0% |
| YTD | +3.0% | -6.1% | +9.1% | +1.9% |
| 1Y | -2.8% | -4.3% | +1.5% | -3.9% |
| All | -2.8% | -5.9% | +3.1% | -3.9% |
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