+138.1%
CMS vs EL
+60.9%
+77.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.5% | +7.6% | -7.1% | -0.5% |
| 30D | +7.4% | +15.7% | -8.3% | +5.4% |
| 3M | +1.9% | +30.5% | -28.7% | -1.9% |
| 6M | -2.3% | +32.5% | -34.9% | -6.4% |
| YTD | +3.0% | +9.4% | -6.5% | +0.3% |
| 1Y | -2.8% | +28.4% | -31.1% | -7.7% |
| 3Y | +37.9% | +4.4% | +33.5% | +31.3% |
| 5Y | +34.0% | -64.5% | +98.5% | +57.1% |
| 10Y | +138.1% | +64.9% | +73.2% | +98.3% |
| All | +138.1% | +60.9% | +77.2% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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