+465.5%
CMS vs CAG
+602.0%
-136.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -1.3% | +5.8% | -7.1% | -2.8% |
| 30D | +6.3% | +16.4% | -10.0% | +2.2% |
| 3M | -2.1% | +3.8% | -5.9% | -3.3% |
| 6M | -5.1% | +10.8% | -15.9% | -8.1% |
| YTD | +1.3% | -5.8% | +7.1% | +1.7% |
| 1Y | -1.4% | -2.4% | +1.0% | -1.9% |
| 3Y | +36.9% | -33.4% | +70.4% | +48.8% |
| 5Y | +32.5% | -39.4% | +72.0% | +47.0% |
| 10Y | +126.8% | -37.5% | +164.2% | +140.3% |
| All | +465.5% | +602.0% | -136.4% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling