+208.6%
CMS vs TRU
+243.5%
-34.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -1.3% | +5.7% | -7.0% | -2.2% |
| 30D | +6.3% | +29.2% | -22.9% | +1.9% |
| 3M | -2.1% | +2.7% | -4.7% | -2.8% |
| 6M | -5.1% | +15.2% | -20.3% | -7.9% |
| YTD | +1.3% | -4.9% | +6.1% | +0.8% |
| 1Y | -1.4% | +3.4% | -4.8% | -3.4% |
| 3Y | +36.9% | +63.2% | -26.3% | +18.1% |
| 5Y | +32.5% | -26.6% | +59.1% | +31.9% |
| 10Y | +126.8% | +172.8% | -46.0% | +84.2% |
| All | +208.6% | +243.5% | -34.9% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling