+117.7%
CMS vs TRI
+191.2%
-73.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.3% | -14.4% | +13.0% | +1.9% |
| 30D | -2.8% | -8.1% | +5.3% | -1.3% |
| 3M | -7.1% | +17.5% | -24.7% | -11.6% |
| 6M | -10.0% | -5.0% | -5.1% | -10.4% |
| YTD | -0.9% | -24.7% | +23.8% | +5.3% |
| 1Y | -2.0% | -41.5% | +39.5% | +13.3% |
| 3Y | +33.0% | -20.3% | +53.3% | +33.5% |
| 5Y | +24.3% | -10.9% | +35.2% | +17.6% |
| All | +117.7% | +191.2% | -73.5% | +46.0% |
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