+6,477.2%
TRV vs CMS
+457.8%
+6,019.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +26.4% | -1.9% | +28.3% | +27.2% |
| 6M | +19.3% | -11.0% | +30.3% | +23.6% |
| YTD | +28.3% | +0.2% | +28.1% | +28.0% |
| 1Y | +34.3% | -1.3% | +35.6% | +34.5% |
| 3Y | +140.1% | +35.9% | +104.2% | +116.9% |
| 5Y | +155.7% | +23.1% | +132.6% | +136.0% |
| 10Y | +285.5% | +117.9% | +167.6% | +201.1% |
| All | +6,477.2% | +457.8% | +6,019.4% | +3,437.5% |
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