+838.1%
CLS vs CMS
+39.2%
+798.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -4.4% |
| 7D | +16.3% | +1.7% | +14.6% | +17.5% |
| 30D | -25.7% | +6.2% | -31.8% | -22.7% |
| 3M | -30.9% | +0.6% | -31.5% | -30.0% |
| 6M | -35.5% | -1.8% | -33.7% | -35.2% |
| YTD | -18.7% | +3.8% | -22.5% | -15.7% |
| 1Y | -17.9% | -1.8% | -16.1% | -17.5% |
| 3Y | +838.1% | +39.8% | +798.3% | +943.8% |
| All | +838.1% | +39.2% | +798.8% | +943.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling