-4.0%
CMS vs RL
+19.4%
-23.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.1% | -4.4% | +3.3% | -0.9% |
| 30D | +6.6% | +5.6% | +1.0% | +6.3% |
| 3M | +0.8% | -0.6% | +1.5% | +0.7% |
| 6M | -3.3% | +15.5% | -18.8% | -4.3% |
| YTD | +2.7% | +12.3% | -9.6% | +1.1% |
| 1Y | -4.0% | +19.3% | -23.3% | -6.2% |
| All | -4.0% | +19.4% | -23.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling