+132.3%
CMS vs EAT
+375.0%
-242.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | +7.1% | +5.0% | +2.1% | +6.8% |
| 3M | -1.3% | -9.6% | +8.3% | -1.0% |
| 6M | -2.7% | +46.8% | -49.4% | -4.5% |
| YTD | +2.6% | +41.8% | -39.2% | +0.6% |
| 1Y | -2.0% | +98.3% | -100.3% | -5.5% |
| 3Y | +39.6% | +503.1% | -463.4% | +26.2% |
| 5Y | +35.3% | +356.7% | -321.3% | +22.4% |
| 10Y | +132.3% | +349.8% | -217.5% | +99.0% |
| All | +132.3% | +375.0% | -242.7% | +99.0% |
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