+563.0%
CMS vs EL
+1,792.3%
-1,229.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.5% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | +6.3% | +16.5% | -10.2% | +3.5% |
| 3M | -2.1% | +29.2% | -31.2% | -6.7% |
| 6M | -5.1% | +27.9% | -33.0% | -9.8% |
| YTD | +1.3% | +6.2% | -4.9% | -1.9% |
| 1Y | -1.4% | +27.2% | -28.6% | -7.7% |
| 3Y | +36.9% | +3.2% | +33.7% | +28.0% |
| 5Y | +32.5% | -66.0% | +98.5% | +50.3% |
| 10Y | +126.8% | +58.3% | +68.4% | +83.3% |
| All | +563.0% | +1,792.3% | -1,229.3% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling