+182.0%
CMS vs RUN
-31.9%
+213.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | -3.6% | -15.3% | +11.7% | -3.1% |
| 3M | -1.9% | -40.0% | +38.1% | -0.3% |
| 6M | -11.0% | -27.0% | +16.0% | -10.4% |
| YTD | +0.2% | -51.7% | +51.9% | +1.9% |
| 1Y | -1.3% | -45.9% | +44.6% | -0.4% |
| 3Y | +35.9% | -43.8% | +79.7% | +30.9% |
| 5Y | +23.1% | -80.5% | +103.6% | +20.8% |
| 10Y | +117.9% | +45.3% | +72.7% | +91.3% |
| All | +182.0% | -31.9% | +213.9% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling