-39.3%
CLS vs CMS
-1.6%
-37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | -0.4% |
| 7D | -22.2% | -1.3% | -20.9% | -22.5% |
| 30D | -44.4% | +6.3% | -50.7% | -43.5% |
| 3M | -34.3% | -2.1% | -32.2% | -34.1% |
| 6M | -50.1% | -5.1% | -45.0% | -50.6% |
| YTD | -30.1% | +1.3% | -31.3% | -34.8% |
| 1Y | -39.3% | -1.4% | -38.0% | -42.4% |
| All | -39.3% | -1.6% | -37.7% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling