-1.3%
CMS vs TRI
-38.3%
+36.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -3.6% | +7.9% | -11.5% | -3.5% |
| 3M | -1.9% | +24.1% | -26.0% | -1.5% |
| 6M | -11.0% | +3.8% | -14.8% | -10.8% |
| YTD | +0.2% | -16.9% | +17.1% | +1.4% |
| 1Y | -1.3% | -38.4% | +37.1% | +2.4% |
| All | -1.3% | -38.3% | +36.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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