+232.7%
LITE vs CMS
+1.4%
+231.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.4% | -9.3% | -7.5% |
| 7D | -31.4% | +4.1% | -35.5% | -30.8% |
| 30D | -42.6% | +10.9% | -53.4% | -42.5% |
| 3M | -26.2% | -0.2% | -26.0% | -25.8% |
| 6M | -35.8% | -4.7% | -31.1% | -35.4% |
| YTD | +70.0% | +3.9% | +66.2% | +67.5% |
| 1Y | +232.7% | +0.4% | +232.4% | +231.6% |
| All | +232.7% | +1.4% | +231.4% | +231.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling