-24.1%
CLS vs CMS
-4.6%
-19.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.3% |
| 7D | +23.5% | -1.3% | +24.8% | +22.8% |
| 30D | -28.9% | +5.3% | -34.2% | -27.8% |
| 3M | -25.2% | -0.3% | -24.8% | -24.5% |
| 6M | -32.1% | -4.0% | -28.0% | -32.7% |
| YTD | -14.1% | +2.1% | -16.2% | -21.0% |
| 1Y | -24.1% | -4.7% | -19.4% | -22.1% |
| All | -24.1% | -4.6% | -19.5% | -22.1% |
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