-27.3%
CRM vs CMS
+36.3%
-63.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +2.0% | +1.7% | +0.2% | +1.8% |
| 30D | -7.7% | +6.2% | -13.9% | -8.1% |
| 3M | +8.4% | +0.6% | +7.7% | +8.3% |
| 6M | +31.9% | -1.8% | +33.7% | +32.3% |
| YTD | -17.2% | +3.8% | -21.1% | -18.0% |
| 1Y | -8.6% | -1.8% | -6.9% | -8.6% |
| 3Y | +3.1% | +39.8% | -36.7% | -7.3% |
| All | -27.3% | +36.3% | -63.6% | -36.7% |
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