+5,435.1%
CL vs CMS
+475.9%
+4,959.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +5.9% | +1.7% | +4.3% | +5.6% |
| 30D | +13.8% | +8.6% | +5.1% | +11.7% |
| 3M | +6.4% | -0.5% | +6.9% | +6.5% |
| 6M | +15.6% | -4.2% | +19.8% | +16.8% |
| YTD | +27.9% | +3.4% | +24.4% | +26.9% |
| 1Y | +31.4% | +0.4% | +31.0% | +31.3% |
| 3Y | +41.4% | +38.2% | +3.2% | +31.6% |
| 5Y | +42.8% | +35.4% | +7.4% | +33.2% |
| 10Y | +79.7% | +131.7% | -52.0% | +52.3% |
| All | +5,435.1% | +475.9% | +4,959.2% | +3,825.5% |
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