+5,439.0%
CL vs CMS
+478.3%
+4,960.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.0% |
| 7D | +7.7% | +4.1% | +3.6% | +6.8% |
| 30D | +15.2% | +10.9% | +4.4% | +12.6% |
| 3M | +7.3% | -0.2% | +7.6% | +7.4% |
| 6M | +17.0% | -4.7% | +21.7% | +18.3% |
| YTD | +28.0% | +3.9% | +24.1% | +26.9% |
| 1Y | +32.1% | +0.4% | +31.8% | +32.0% |
| 3Y | +41.5% | +38.8% | +2.7% | +31.6% |
| 5Y | +43.9% | +37.1% | +6.8% | +33.9% |
| 10Y | +79.8% | +132.7% | -52.9% | +52.3% |
| All | +5,439.0% | +478.3% | +4,960.7% | +3,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling