+140.2%
CMS vs TRI
+225.2%
-85.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | +6.2% | +3.7% | +2.5% | +5.1% |
| 3M | +0.6% | +3.7% | -3.1% | -0.8% |
| 6M | -1.8% | +35.1% | -36.9% | -10.4% |
| YTD | +3.8% | -14.0% | +17.9% | +6.9% |
| 1Y | -1.8% | -19.0% | +17.2% | +3.1% |
| 3Y | +39.8% | -12.0% | +51.8% | +37.8% |
| 5Y | +37.1% | +0.6% | +36.5% | +26.2% |
| All | +140.2% | +225.2% | -85.0% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling