+41.8%
TRV vs CMS
-2.8%
+44.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | +7.5% | +6.6% | +0.9% | +4.8% |
| 3M | +6.7% | +0.8% | +5.9% | +6.2% |
| 6M | +35.5% | -3.3% | +38.8% | +37.0% |
| YTD | +39.3% | +2.7% | +36.5% | +40.2% |
| 1Y | +41.8% | -4.0% | +45.8% | +45.8% |
| All | +41.8% | -2.8% | +44.6% | +45.8% |
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