+122.2%
CMS vs TRU
+146.7%
-24.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.2% | -6.5% | +6.6% | +1.3% |
| 30D | -1.3% | -2.5% | +1.2% | -1.0% |
| 3M | -5.4% | +10.4% | -15.7% | -7.3% |
| 6M | -10.3% | +1.6% | -12.0% | -11.2% |
| YTD | -0.2% | -9.7% | +9.5% | +0.4% |
| 1Y | -0.9% | -17.3% | +16.4% | +1.1% |
| 3Y | +34.0% | -1.8% | +35.8% | +27.2% |
| 5Y | +23.6% | -36.2% | +59.8% | +28.2% |
| 10Y | +122.2% | +143.2% | -21.0% | +73.6% |
| All | +122.2% | +146.7% | -24.4% | +73.6% |
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