+136.2%
CMS vs CRL
+354.1%
-217.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -1.3% | +8.9% | -10.1% | -2.2% |
| 30D | +5.3% | +14.0% | -8.7% | +3.5% |
| 3M | -0.3% | +19.8% | -20.2% | -2.6% |
| 6M | -4.0% | +102.0% | -106.1% | -11.8% |
| YTD | +2.1% | +70.8% | -68.7% | -4.8% |
| 1Y | -4.7% | +98.7% | -103.4% | -12.9% |
| 3Y | +36.8% | +98.2% | -61.4% | +21.0% |
| 5Y | +34.9% | -11.7% | +46.5% | +34.5% |
| All | +136.2% | +354.1% | -217.8% | +78.3% |
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