+386.3%
CMS vs CG
+300.6%
+85.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | +0.5% | +2.0% | -1.5% | +0.3% |
| 30D | +7.4% | +8.5% | -1.1% | +6.5% |
| 3M | +1.9% | -12.1% | +14.0% | +2.9% |
| 6M | -2.3% | -16.4% | +14.1% | -1.0% |
| YTD | +3.0% | -28.0% | +30.9% | +5.6% |
| 1Y | -2.8% | -18.9% | +16.1% | -1.6% |
| 3Y | +37.9% | +51.2% | -13.3% | +27.6% |
| 5Y | +34.0% | -15.9% | +49.8% | +29.4% |
| 10Y | +138.1% | +305.9% | -167.8% | +95.6% |
| All | +386.3% | +300.6% | +85.7% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling