+36.9%
CMS vs CRL
+86.4%
-49.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -2.2% |
| 7D | -1.3% | -6.1% | +4.8% | -1.2% |
| 30D | +6.3% | +12.4% | -6.1% | +6.0% |
| 3M | -2.1% | +27.1% | -29.2% | -2.7% |
| 6M | -5.1% | +85.7% | -90.8% | -6.8% |
| YTD | +1.3% | +69.2% | -67.9% | -0.3% |
| 1Y | -1.4% | +97.5% | -98.9% | -3.7% |
| 3Y | +36.9% | +86.1% | -49.2% | +25.3% |
| All | +36.9% | +86.4% | -49.5% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling