+465.5%
CMS vs UL
+2,738.5%
-2,272.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +6.3% | +8.2% | -1.9% | +3.8% |
| 3M | -2.1% | +4.5% | -6.6% | -3.5% |
| 6M | -5.1% | +12.6% | -17.6% | -8.7% |
| YTD | +1.3% | +3.5% | -2.3% | -0.4% |
| 1Y | -1.4% | -0.4% | -1.0% | -2.0% |
| 3Y | +36.9% | +36.0% | +0.9% | +23.2% |
| 5Y | +32.5% | +30.9% | +1.6% | +19.0% |
| 10Y | +126.8% | +97.5% | +29.2% | +78.5% |
| All | +465.5% | +2,738.5% | -2,272.9% | +129.2% |
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