+955.1%
CMS vs TRI
+581.4%
+373.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.1% | -7.2% | +6.0% | +1.1% |
| 30D | +6.6% | +4.4% | +2.2% | +4.7% |
| 3M | +0.8% | +4.5% | -3.7% | -1.8% |
| 6M | -3.3% | +23.7% | -27.0% | -12.6% |
| YTD | +2.7% | -14.4% | +17.1% | +3.4% |
| 1Y | -4.0% | -17.4% | +13.4% | -2.2% |
| 3Y | +37.6% | -11.0% | +48.6% | +33.1% |
| 5Y | +35.4% | +0.7% | +34.8% | +23.4% |
| 10Y | +136.0% | +224.0% | -88.0% | +33.7% |
| All | +955.1% | +581.4% | +373.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling