+123.5%
CMS vs EAT
+378.4%
-254.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -1.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +7.2% | +11.5% | -4.3% | +6.6% |
| 3M | -1.3% | -9.1% | +7.9% | -1.0% |
| 6M | -4.3% | +40.4% | -44.7% | -5.9% |
| YTD | +2.1% | +43.9% | -41.9% | 0.0% |
| 1Y | -0.6% | +101.9% | -102.5% | -4.1% |
| 3Y | +38.0% | +489.9% | -451.8% | +25.1% |
| 5Y | +33.6% | +362.6% | -329.0% | +21.0% |
| All | +123.5% | +378.4% | -254.9% | +91.3% |
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