+36.9%
CMS vs RL
+240.1%
-203.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -2.1% |
| 7D | -1.3% | -4.2% | +2.8% | -1.2% |
| 30D | +6.3% | +4.3% | +2.0% | +6.3% |
| 3M | -2.1% | -4.6% | +2.5% | -2.0% |
| 6M | -5.1% | +1.7% | -6.8% | -5.2% |
| YTD | +1.3% | +7.3% | -6.1% | +1.1% |
| 1Y | -1.4% | +20.8% | -22.2% | -1.6% |
| 3Y | +36.9% | +247.0% | -210.0% | +22.7% |
| All | +36.9% | +240.1% | -203.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling