+34.7%
CMS vs RUN
-82.6%
+117.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -1.3% | +33.4% | -34.7% | -2.4% |
| 30D | +6.3% | +31.1% | -24.8% | +5.2% |
| 3M | -2.1% | +6.4% | -8.4% | -2.5% |
| 6M | -5.1% | -22.2% | +17.1% | -4.7% |
| YTD | +1.3% | -45.8% | +47.0% | +2.4% |
| 1Y | -1.4% | -51.1% | +49.7% | 0.0% |
| 3Y | +36.9% | -3.0% | +39.9% | +27.7% |
| All | +34.7% | -82.6% | +117.2% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling