+1,628.1%
CLS vs CMS
+125.4%
+1,502.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -22.2% | -1.3% | -20.9% | -22.0% |
| 30D | -44.4% | +6.3% | -50.7% | -45.1% |
| 3M | -34.3% | -2.1% | -32.2% | -34.2% |
| 6M | -50.1% | -5.1% | -45.0% | -49.9% |
| YTD | -30.1% | +1.3% | -31.3% | -30.8% |
| 1Y | -39.3% | -1.4% | -38.0% | -39.6% |
| 3Y | +732.7% | +36.9% | +695.8% | +631.4% |
| 5Y | +1,777.2% | +32.5% | +1,744.7% | +1,536.1% |
| All | +1,628.1% | +125.4% | +1,502.7% | +1,432.6% |
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 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