+36.9%
CMS vs TRU
+65.0%
-28.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -1.3% | +5.7% | -7.0% | -1.7% |
| 30D | +6.3% | +29.2% | -22.9% | +4.5% |
| 3M | -2.1% | +2.7% | -4.7% | -2.4% |
| 6M | -5.1% | +15.2% | -20.3% | -6.2% |
| YTD | +1.3% | -4.9% | +6.1% | +1.1% |
| 1Y | -1.4% | +3.4% | -4.8% | -2.2% |
| 3Y | +36.9% | +63.2% | -26.3% | +17.2% |
| All | +36.9% | +65.0% | -28.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling