+132.3%
CMS vs CRL
+400.8%
-268.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.1% |
| 7D | -0.9% | +4.4% | -5.3% | -1.4% |
| 30D | +7.1% | +17.1% | -10.0% | +5.1% |
| 3M | -1.3% | +32.1% | -33.4% | -4.5% |
| 6M | -2.7% | +98.9% | -101.6% | -10.3% |
| YTD | +2.6% | +77.1% | -74.5% | -4.7% |
| 1Y | -2.0% | +110.3% | -112.3% | -11.0% |
| 3Y | +39.6% | +108.5% | -68.9% | +22.7% |
| 5Y | +35.3% | -7.9% | +43.2% | +34.4% |
| 10Y | +132.3% | +368.9% | -236.6% | +74.8% |
| All | +132.3% | +400.8% | -268.5% | +74.8% |
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