+115.8%
CMS vs EAT
+373.3%
-257.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +0.6% |
| 7D | +1.2% | -4.9% | +6.1% | +1.4% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -2.2% | +52.2% | -54.5% | -4.1% |
| 6M | -9.4% | +65.0% | -74.5% | -11.6% |
| YTD | +0.7% | +55.0% | -54.3% | -1.6% |
| 1Y | +0.4% | +42.1% | -41.7% | -1.7% |
| 3Y | +35.2% | +614.7% | -579.5% | +21.3% |
| 5Y | +24.1% | +322.7% | -298.6% | +12.7% |
| 10Y | +115.8% | +382.0% | -266.2% | +91.9% |
| All | +115.8% | +373.3% | -257.5% | +91.9% |
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