+35.1%
CMS vs EAT
+657.6%
-622.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -3.6% | +1.9% | -5.5% | -3.7% |
| 3M | -1.9% | +68.7% | -70.6% | -3.4% |
| 6M | -11.0% | +66.9% | -77.9% | -12.4% |
| YTD | +0.2% | +60.4% | -60.2% | -1.4% |
| 1Y | -1.3% | +44.0% | -45.3% | -2.6% |
| All | +35.1% | +657.6% | -622.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling