-3.9%
CRM vs CMS
+22.8%
-26.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -8.1% | -1.3% | -6.8% | -8.0% |
| 30D | +23.1% | -2.8% | +25.8% | +23.3% |
| 3M | +42.5% | -7.1% | +49.7% | +43.6% |
| 6M | +25.3% | -10.0% | +35.3% | +26.5% |
| YTD | -7.8% | -0.9% | -6.9% | -8.3% |
| 1Y | +1.0% | -2.0% | +3.0% | +0.5% |
| 3Y | +10.0% | +33.0% | -23.0% | 0.0% |
| 5Y | -3.9% | +24.3% | -28.2% | -12.2% |
| All | -3.9% | +22.8% | -26.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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