+136.2%
CMS vs CG
+274.5%
-138.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +5.3% | +5.7% | -0.4% | +4.6% |
| 3M | -0.3% | -17.9% | +17.5% | +1.5% |
| 6M | -4.0% | -20.2% | +16.2% | -2.1% |
| YTD | +2.1% | -32.0% | +34.1% | +5.5% |
| 1Y | -4.7% | -27.0% | +22.3% | -2.4% |
| 3Y | +36.8% | +42.8% | -6.0% | +25.6% |
| 5Y | +34.9% | -23.4% | +58.3% | +31.0% |
| All | +136.2% | +274.5% | -138.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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