+115.2%
CMS vs EL
+32.5%
+82.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.6% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -3.6% | +19.8% | -23.4% | -6.1% |
| 3M | -1.9% | +25.7% | -27.6% | -5.2% |
| 6M | -11.0% | +5.4% | -16.4% | -12.2% |
| YTD | +0.2% | +0.2% | 0.0% | -1.2% |
| 1Y | -1.3% | +20.4% | -21.8% | -5.7% |
| 3Y | +35.9% | -32.1% | +68.1% | +40.0% |
| 5Y | +23.1% | -67.2% | +90.3% | +45.8% |
| All | +115.2% | +32.5% | +82.7% | +81.7% |
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