+36.9%
CMS vs EL
+3.8%
+33.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +6.3% | +16.5% | -10.2% | +5.7% |
| 3M | -2.1% | +29.2% | -31.2% | -3.1% |
| 6M | -5.1% | +27.9% | -33.0% | -6.1% |
| YTD | +1.3% | +6.2% | -4.9% | +0.6% |
| 1Y | -1.4% | +27.2% | -28.6% | -3.2% |
| 3Y | +36.9% | +3.2% | +33.7% | +31.0% |
| All | +36.9% | +3.8% | +33.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling