+121.7%
CMS vs EAT
+378.4%
-256.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -2.0% |
| 7D | -1.3% | -2.6% | +1.3% | -1.2% |
| 30D | +6.3% | +11.5% | -5.2% | +5.8% |
| 3M | -2.1% | -9.1% | +7.1% | -1.8% |
| 6M | -5.1% | +40.4% | -45.5% | -6.7% |
| YTD | +1.3% | +43.9% | -42.7% | -0.8% |
| 1Y | -1.4% | +101.9% | -103.3% | -4.9% |
| 3Y | +36.9% | +489.9% | -452.9% | +24.1% |
| 5Y | +32.5% | +362.6% | -330.1% | +20.0% |
| All | +121.7% | +378.4% | -256.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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