+411.3%
CMS vs RL
+1,498.4%
-1,087.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.7% |
| 7D | +1.7% | -4.7% | +6.3% | +2.3% |
| 30D | +8.6% | +3.6% | +5.1% | +8.0% |
| 3M | -0.5% | +0.5% | -1.0% | -0.8% |
| 6M | -4.2% | +6.6% | -10.8% | -5.6% |
| YTD | +3.4% | +8.8% | -5.4% | +1.2% |
| 1Y | +0.4% | +21.8% | -21.3% | -3.5% |
| 3Y | +38.2% | +245.8% | -207.6% | +10.1% |
| 5Y | +35.4% | +230.0% | -194.6% | +6.2% |
| 10Y | +131.7% | +369.4% | -237.8% | +59.0% |
| All | +411.3% | +1,498.4% | -1,087.1% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling