+132.3%
CMS vs EL
+63.1%
+69.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | -0.9% | +8.0% | -8.9% | -1.9% |
| 30D | +7.1% | +15.4% | -8.3% | +5.0% |
| 3M | -1.3% | +28.5% | -29.8% | -4.8% |
| 6M | -2.7% | +32.2% | -34.9% | -6.7% |
| YTD | +2.6% | +9.2% | -6.6% | 0.0% |
| 1Y | -2.0% | +30.8% | -32.8% | -7.2% |
| 3Y | +39.6% | +3.7% | +35.9% | +33.1% |
| 5Y | +35.3% | -64.8% | +100.1% | +59.1% |
| 10Y | +132.3% | +60.0% | +72.3% | +93.7% |
| All | +132.3% | +63.1% | +69.3% | +93.7% |
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