+35.3%
CMS vs RL
+240.9%
-205.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.3% |
| 7D | -0.9% | +0.2% | -1.2% | -0.9% |
| 30D | +7.1% | +7.3% | -0.3% | +6.7% |
| 3M | -1.3% | +1.0% | -2.3% | -1.4% |
| 6M | -2.7% | +11.8% | -14.4% | -3.3% |
| YTD | +2.6% | +13.6% | -11.0% | +1.7% |
| 1Y | -2.0% | +24.0% | -26.0% | -3.2% |
| 3Y | +39.6% | +256.6% | -217.0% | +26.7% |
| 5Y | +35.3% | +240.2% | -204.9% | +22.3% |
| All | +35.3% | +240.9% | -205.6% | +22.3% |
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