+1,761.1%
CLS vs CMS
+134.3%
+1,626.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -38.2% | +7.4% | -45.6% | -39.1% |
| 3M | -28.8% | +1.9% | -30.7% | -29.2% |
| 6M | -40.4% | -2.3% | -38.0% | -40.5% |
| YTD | -24.3% | +3.0% | -27.2% | -25.3% |
| 1Y | -35.0% | -2.8% | -32.3% | -35.1% |
| 3Y | +778.7% | +37.9% | +740.8% | +672.0% |
| 5Y | +1,884.8% | +34.0% | +1,850.9% | +1,629.1% |
| 10Y | +1,761.1% | +138.1% | +1,623.0% | +1,537.9% |
| All | +1,761.1% | +134.3% | +1,626.8% | +1,537.9% |
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 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