+140.2%
CMS vs TRU
+183.1%
-42.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +6.2% | +21.3% | -15.1% | +2.6% |
| 3M | +0.6% | +0.2% | +0.4% | +0.2% |
| 6M | -1.8% | +22.4% | -24.1% | -5.7% |
| YTD | +3.8% | -4.8% | +8.7% | +3.3% |
| 1Y | -1.8% | -0.2% | -1.6% | -3.2% |
| 3Y | +39.8% | +57.9% | -18.1% | +20.1% |
| 5Y | +37.1% | -26.1% | +63.2% | +37.0% |
| All | +140.2% | +183.1% | -42.9% | +94.1% |
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