+5,062.8%
CRM vs CMS
+1,390.0%
+3,672.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +2.0% | +1.7% | +0.2% | +1.1% |
| 30D | -7.7% | +6.2% | -13.9% | -10.3% |
| 3M | +8.4% | +0.6% | +7.7% | +7.7% |
| 6M | +31.9% | -1.8% | +33.7% | +32.0% |
| YTD | -17.2% | +3.8% | -21.1% | -20.0% |
| 1Y | -8.6% | -1.8% | -6.9% | -9.4% |
| 3Y | +3.1% | +39.8% | -36.7% | -16.9% |
| 5Y | -27.6% | +37.1% | -64.7% | -42.4% |
| 10Y | +197.6% | +138.6% | +59.0% | +58.2% |
| All | +5,062.8% | +1,390.0% | +3,672.8% | +671.3% |
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