+459.7%
CMS vs CAG
+604.9%
-145.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +1.3% |
| 30D | -3.6% | +3.1% | -6.7% | -4.5% |
| 3M | -1.9% | +23.5% | -25.4% | -7.4% |
| 6M | -11.0% | -14.8% | +3.9% | -7.8% |
| YTD | +0.2% | -5.4% | +5.6% | +0.8% |
| 1Y | -1.3% | -11.8% | +10.5% | +0.8% |
| 3Y | +35.9% | -36.7% | +72.6% | +49.9% |
| 5Y | +23.1% | -40.3% | +63.3% | +37.3% |
| 10Y | +117.9% | -37.0% | +154.9% | +130.6% |
| All | +459.7% | +604.9% | -145.2% | +235.6% |
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