+136.0%
CMS vs TRU
+186.2%
-50.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +6.6% | +24.3% | -17.7% | +2.6% |
| 3M | +0.8% | +2.3% | -1.5% | +0.1% |
| 6M | -3.3% | +17.7% | -21.0% | -6.6% |
| YTD | +2.7% | -3.8% | +6.5% | +2.0% |
| 1Y | -4.0% | -0.3% | -3.7% | -5.4% |
| 3Y | +37.6% | +58.4% | -20.8% | +18.2% |
| 5Y | +35.4% | -24.0% | +59.5% | +34.4% |
| 10Y | +136.0% | +187.9% | -51.9% | +90.3% |
| All | +136.0% | +186.2% | -50.2% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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