+34.5%
CMS vs RUN
-85.3%
+119.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +1.7% | -13.5% | +15.3% | +2.2% |
| 30D | +6.2% | +18.3% | -12.1% | +5.4% |
| 3M | +0.6% | -12.5% | +13.1% | +0.9% |
| 6M | -1.8% | -40.3% | +38.6% | -0.3% |
| YTD | +3.8% | -53.1% | +56.9% | +5.6% |
| 1Y | -1.8% | -54.3% | +52.5% | -0.1% |
| 3Y | +39.8% | -6.5% | +46.3% | +30.1% |
| All | +34.5% | -85.3% | +119.8% | +35.4% |
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