+395.2%
CMS vs RL
+1,366.2%
-971.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -3.6% | -7.8% | +4.2% | -2.5% |
| 3M | -1.9% | -4.0% | +2.1% | -1.6% |
| 6M | -11.0% | -1.9% | -9.1% | -11.3% |
| YTD | +0.2% | -0.2% | +0.4% | -0.6% |
| 1Y | -1.3% | +10.7% | -12.0% | -3.8% |
| 3Y | +35.9% | +210.8% | -174.8% | +10.1% |
| 5Y | +23.1% | +238.2% | -215.1% | -4.2% |
| 10Y | +117.9% | +313.4% | -195.5% | +52.7% |
| All | +395.2% | +1,366.2% | -971.0% | +139.5% |
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