+2,757.7%
CLS vs CMS
+115.7%
+2,642.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | -13.9% | -3.6% | -10.3% | -13.3% |
| 3M | -26.6% | -1.9% | -24.7% | -26.7% |
| 6M | +15.4% | -11.0% | +26.4% | +17.6% |
| YTD | +5.7% | +0.2% | +5.5% | +5.0% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.4% |
| 3Y | +1,228.6% | +35.9% | +1,192.7% | +1,070.8% |
| 5Y | +3,240.6% | +23.1% | +3,217.6% | +2,901.9% |
| All | +2,757.7% | +115.7% | +2,642.1% | +2,463.5% |
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 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