+115.2%
CMS vs CRL
+255.5%
-140.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | -3.6% | +10.7% | -14.3% | -4.7% |
| 3M | -1.9% | +55.3% | -57.2% | -6.8% |
| 6M | -11.0% | +60.7% | -71.6% | -16.1% |
| YTD | +0.2% | +44.6% | -44.4% | -4.7% |
| 1Y | -1.3% | +77.7% | -79.1% | -8.8% |
| 3Y | +35.9% | +37.6% | -1.7% | +26.6% |
| 5Y | +23.1% | -35.8% | +58.9% | +29.0% |
| All | +115.2% | +255.5% | -140.3% | +66.3% |
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