+132.3%
CMS vs RUN
+133.0%
-0.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -0.9% | +18.1% | -19.0% | -1.6% |
| 30D | +7.1% | +27.5% | -20.4% | +5.9% |
| 3M | -1.3% | -4.5% | +3.2% | -1.3% |
| 6M | -2.7% | -33.3% | +30.7% | -1.5% |
| YTD | +2.6% | -47.1% | +49.7% | +4.1% |
| 1Y | -2.0% | -43.1% | +41.1% | -1.1% |
| 3Y | +39.6% | -3.0% | +42.6% | +30.4% |
| 5Y | +35.3% | -82.6% | +117.9% | +33.6% |
| 10Y | +132.3% | +103.3% | +29.0% | +90.3% |
| All | +132.3% | +133.0% | -0.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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