+5,793.7%
CRM vs CMS
+1,344.6%
+4,449.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.1% |
| 7D | -3.5% | +1.2% | -4.7% | -4.0% |
| 30D | +29.3% | -3.2% | +32.4% | +30.9% |
| 3M | +36.8% | -2.2% | +39.0% | +37.8% |
| 6M | +23.9% | -9.4% | +33.3% | +28.6% |
| YTD | -5.5% | +0.7% | -6.2% | -7.2% |
| 1Y | -0.4% | +0.4% | -0.8% | -2.4% |
| 3Y | +12.8% | +35.2% | -22.4% | -7.8% |
| 5Y | -3.5% | +24.1% | -27.6% | -19.2% |
| 10Y | +238.4% | +115.8% | +122.6% | +90.6% |
| All | +5,793.7% | +1,344.6% | +4,449.2% | +794.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling