-4.0%
CMS vs EAT
+89.0%
-93.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | -1.1% | -8.9% | +7.8% | -1.2% |
| 30D | +6.6% | +3.4% | +3.2% | +6.6% |
| 3M | +0.8% | -9.3% | +10.1% | +0.7% |
| 6M | -3.3% | +43.8% | -47.1% | -3.3% |
| YTD | +2.7% | +39.9% | -37.1% | +1.9% |
| 1Y | -4.0% | +89.7% | -93.7% | -7.7% |
| All | -4.0% | +89.0% | -93.0% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling