-4.7%
CMS vs CRL
+97.0%
-101.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.6% |
| 7D | -1.3% | +8.9% | -10.1% | -0.9% |
| 30D | +5.3% | +14.0% | -8.7% | +5.6% |
| 3M | -0.3% | +19.8% | -20.2% | +0.1% |
| 6M | -4.0% | +102.0% | -106.1% | -2.3% |
| YTD | +2.1% | +70.8% | -68.7% | +2.6% |
| 1Y | -4.7% | +98.7% | -103.4% | -5.6% |
| All | -4.7% | +97.0% | -101.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling