+459.7%
CMS vs UL
+2,661.1%
-2,201.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | -3.6% | +0.5% | -4.1% | -3.8% |
| 3M | -1.9% | +17.6% | -19.5% | -6.8% |
| 6M | -11.0% | -5.4% | -5.6% | -9.9% |
| YTD | +0.2% | +0.7% | -0.5% | -0.6% |
| 1Y | -1.3% | -9.3% | +7.9% | +0.9% |
| 3Y | +35.9% | +24.5% | +11.4% | +25.7% |
| 5Y | +23.1% | +23.2% | -0.1% | +12.6% |
| 10Y | +117.9% | +64.5% | +53.4% | +80.7% |
| All | +459.7% | +2,661.1% | -2,201.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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