+2,093.5%
CLS vs CMS
+287.9%
+1,805.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.4% | -12.6% | -12.9% |
| 7D | -27.3% | +1.7% | -28.9% | -27.6% |
| 30D | -47.0% | +8.6% | -55.7% | -48.4% |
| 3M | -43.3% | -0.5% | -42.8% | -43.4% |
| 6M | -50.8% | -4.2% | -46.6% | -50.6% |
| YTD | -30.4% | +3.4% | -33.9% | -31.7% |
| 1Y | -41.7% | +0.4% | -42.1% | -42.3% |
| 3Y | +701.4% | +38.2% | +663.2% | +604.6% |
| 5Y | +1,767.8% | +35.4% | +1,732.3% | +1,531.8% |
| 10Y | +1,636.8% | +131.7% | +1,505.1% | +1,179.4% |
| All | +2,093.5% | +287.9% | +1,805.6% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling