+34.9%
CMS vs RL
+243.2%
-208.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -1.3% | +2.4% | -3.6% | -1.4% |
| 30D | +5.3% | +4.6% | +0.7% | +5.0% |
| 3M | -0.3% | -1.1% | +0.8% | -0.3% |
| 6M | -4.0% | +16.5% | -20.6% | -4.9% |
| YTD | +2.1% | +11.4% | -9.3% | +1.3% |
| 1Y | -4.7% | +16.1% | -20.8% | -5.6% |
| 3Y | +36.8% | +252.6% | -215.8% | +24.0% |
| 5Y | +34.9% | +244.9% | -210.0% | +21.0% |
| All | +34.9% | +243.2% | -208.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling