+34.9%
CMS vs EL
-65.5%
+100.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.3% | +2.7% | -3.9% | -1.5% |
| 30D | +5.3% | +10.8% | -5.6% | +4.5% |
| 3M | -0.3% | +26.5% | -26.8% | -2.2% |
| 6M | -4.0% | +31.1% | -35.2% | -6.2% |
| YTD | +2.1% | +6.6% | -4.5% | +0.9% |
| 1Y | -4.7% | +21.8% | -26.5% | -7.1% |
| 3Y | +36.8% | +1.8% | +35.0% | +33.8% |
| 5Y | +34.9% | -65.6% | +100.4% | +49.6% |
| All | +34.9% | -65.5% | +100.4% | +49.6% |
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