+8.7%
CL vs CMS
-1.9%
+10.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | +0.4% | -2.5% | -2.4% |
| 30D | -4.8% | -3.6% | -1.2% | -3.0% |
| 3M | +4.9% | -1.9% | +6.8% | +6.3% |
| 6M | -5.7% | -11.0% | +5.3% | 0.0% |
| YTD | +14.4% | +0.2% | +14.2% | +14.1% |
| 1Y | +8.7% | -1.3% | +10.1% | +8.9% |
| All | +8.7% | -1.9% | +10.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling