-3.1%
CMS vs RUN
-46.9%
+43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -0.9% | +18.1% | -19.0% | -1.2% |
| 30D | +7.1% | +27.5% | -20.4% | +6.6% |
| 3M | -1.3% | -4.5% | +3.2% | -1.5% |
| 6M | -2.7% | -33.3% | +30.7% | -2.6% |
| YTD | +2.6% | -47.1% | +49.7% | +1.6% |
| All | -3.1% | -46.9% | +43.8% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling