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  • CLS vs CMS✓SelectedUSD · CMSCLS vs CMS performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
CMS return
+275.7%
Excess return
+2,956.1%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D+0.8%-0.2%+1.0%+0.9%
7D+4.6%+0.4%+4.2%+4.5%
30D-13.9%-3.6%-10.3%-13.0%
3M-26.6%-1.9%-24.7%-26.6%
6M+15.4%-11.0%+26.4%+18.5%
YTD+5.7%+0.2%+5.5%+5.0%
1Y+41.1%-1.3%+42.4%+40.5%
3Y+1,228.6%+35.9%+1,192.7%+1,075.1%
5Y+3,240.6%+23.1%+3,217.6%+2,910.9%
10Y+2,760.3%+117.9%+2,642.4%+2,050.1%
All+3,231.7%+275.7%+2,956.1%+1,094.7%

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