+6,961.6%
TRV vs CMS
+471.3%
+6,490.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | +7.2% | +7.1% | +0.1% | +4.9% |
| 3M | +3.2% | -1.3% | +4.5% | +3.6% |
| 6M | +33.6% | -2.7% | +36.3% | +34.7% |
| YTD | +37.8% | +2.6% | +35.2% | +36.4% |
| 1Y | +43.4% | -2.0% | +45.4% | +44.0% |
| 3Y | +146.7% | +39.6% | +107.0% | +121.2% |
| 5Y | +176.1% | +35.3% | +140.8% | +147.6% |
| 10Y | +357.4% | +132.3% | +225.1% | +250.8% |
| All | +6,961.6% | +471.3% | +6,490.3% | +3,669.6% |
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 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