+34.3%
TRV vs CMS
-1.9%
+36.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -3.4% | -3.6% | +0.2% | -2.0% |
| 3M | +26.4% | -1.9% | +28.3% | +27.8% |
| 6M | +19.3% | -11.0% | +30.3% | +23.8% |
| YTD | +28.3% | +0.2% | +28.1% | +29.0% |
| 1Y | +34.3% | -1.3% | +35.6% | +34.8% |
| All | +34.3% | -1.9% | +36.1% | +34.8% |
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 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