+2,491.1%
CLS vs CMS
+285.1%
+2,206.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | -30.1% | +6.6% | -36.7% | -31.5% |
| 3M | -21.7% | +0.8% | -22.5% | -22.2% |
| 6M | -36.2% | -3.3% | -32.9% | -36.2% |
| YTD | -17.8% | +2.7% | -20.5% | -19.2% |
| 1Y | -26.8% | -4.0% | -22.8% | -26.6% |
| 3Y | +853.4% | +37.6% | +815.8% | +738.9% |
| 5Y | +2,005.0% | +35.4% | +1,969.6% | +1,739.0% |
| 10Y | +1,929.4% | +136.0% | +1,793.4% | +1,387.0% |
| All | +2,491.1% | +285.1% | +2,206.0% | +819.3% |
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