+34.7%
CMS vs EL
-66.1%
+100.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.3% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +6.3% | +16.5% | -10.2% | +5.1% |
| 3M | -2.1% | +29.2% | -31.2% | -4.0% |
| 6M | -5.1% | +27.9% | -33.0% | -7.0% |
| YTD | +1.3% | +6.2% | -4.9% | +0.1% |
| 1Y | -1.4% | +27.2% | -28.6% | -4.2% |
| 3Y | +36.9% | +3.2% | +33.7% | +33.7% |
| All | +34.7% | -66.1% | +100.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling