+89.6%
CL vs CMS
+140.2%
-50.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.9% |
| 7D | +3.2% | +1.7% | +1.5% | +2.3% |
| 30D | +8.0% | +6.2% | +1.9% | +4.7% |
| 3M | +7.9% | +0.6% | +7.2% | +7.5% |
| 6M | +14.7% | -1.8% | +16.5% | +15.8% |
| YTD | +29.2% | +3.8% | +25.3% | +26.4% |
| 1Y | +29.5% | -1.8% | +31.3% | +30.4% |
| 3Y | +40.7% | +39.8% | +0.8% | +16.8% |
| 5Y | +43.9% | +37.1% | +6.7% | +18.8% |
| All | +89.6% | +140.2% | -50.6% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling