+24.1%
CMS vs TRI
-7.1%
+31.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.1% |
| 7D | +1.2% | -7.1% | +8.3% | +1.9% |
| 30D | -3.2% | -2.3% | -0.8% | -3.1% |
| 3M | -2.2% | +19.6% | -21.8% | -4.6% |
| 6M | -9.4% | -8.7% | -0.7% | -8.6% |
| YTD | +0.7% | -22.3% | +22.9% | +5.5% |
| 1Y | +0.4% | -40.7% | +41.0% | +12.4% |
| 3Y | +35.2% | -17.8% | +52.9% | +34.4% |
| 5Y | +24.1% | -8.5% | +32.6% | +15.7% |
| All | +24.1% | -7.1% | +31.2% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling