+373.2%
CMS vs CG
+351.2%
+22.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +0.4% | -4.3% | +4.7% | +0.8% |
| 30D | -3.6% | -5.1% | +1.5% | -3.2% |
| 3M | -1.9% | +8.7% | -10.6% | -2.9% |
| 6M | -11.0% | -9.2% | -1.7% | -10.4% |
| YTD | +0.2% | -18.9% | +19.1% | +1.7% |
| 1Y | -1.3% | -25.6% | +24.3% | +0.9% |
| 3Y | +35.9% | +57.3% | -21.3% | +25.6% |
| 5Y | +23.1% | +10.2% | +12.9% | +15.6% |
| 10Y | +117.9% | +364.2% | -246.3% | +77.0% |
| All | +373.2% | +351.2% | +22.0% | +280.2% |
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