+39.8%
CMS vs EAT
+476.7%
-436.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | -4.0% | +5.7% | +1.8% |
| 30D | +6.2% | -2.9% | +9.1% | +6.2% |
| 3M | +0.6% | -16.9% | +17.5% | +1.0% |
| 6M | -1.8% | +57.0% | -58.7% | -3.3% |
| YTD | +3.8% | +38.2% | -34.3% | +2.5% |
| 1Y | -1.8% | +69.3% | -71.1% | -3.9% |
| 3Y | +39.8% | +483.0% | -443.2% | +7.0% |
| All | +39.8% | +476.7% | -436.9% | +7.0% |
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