+138.1%
CMS vs EAT
+328.6%
-190.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | +0.5% | -5.9% | +6.4% | +0.7% |
| 30D | +7.4% | +0.7% | +6.8% | +7.3% |
| 3M | +1.9% | -14.2% | +16.1% | +2.4% |
| 6M | -2.3% | +40.7% | -43.1% | -4.0% |
| YTD | +3.0% | +36.0% | -33.0% | +1.1% |
| 1Y | -2.8% | +83.1% | -85.8% | -5.9% |
| 3Y | +37.9% | +474.8% | -436.9% | +24.9% |
| 5Y | +34.0% | +347.6% | -313.6% | +21.2% |
| 10Y | +138.1% | +321.5% | -183.4% | +106.4% |
| All | +138.1% | +328.6% | -190.5% | +106.4% |
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