+140.2%
CMS vs CRL
+350.3%
-210.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.2% | +11.9% | -5.7% | +4.7% |
| 3M | +0.6% | +20.2% | -19.5% | -1.7% |
| 6M | -1.8% | +107.5% | -109.3% | -10.0% |
| YTD | +3.8% | +69.4% | -65.6% | -3.2% |
| 1Y | -1.8% | +99.7% | -101.5% | -10.3% |
| 3Y | +39.8% | +98.8% | -58.9% | +23.5% |
| 5Y | +37.1% | -12.4% | +49.5% | +36.9% |
| All | +140.2% | +350.3% | -210.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling