+121.7%
CMS vs D
+42.6%
+79.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -3.3% |
| 30D | +6.3% | +11.5% | -5.2% | -1.1% |
| 3M | -2.1% | +3.7% | -5.8% | -4.5% |
| 6M | -5.1% | +13.5% | -18.6% | -13.2% |
| YTD | +1.3% | +20.7% | -19.5% | -11.3% |
| 1Y | -1.4% | +18.2% | -19.6% | -12.5% |
| 3Y | +36.9% | +73.3% | -36.4% | -8.5% |
| 5Y | +32.5% | +12.3% | +20.3% | +19.8% |
| All | +121.7% | +42.6% | +79.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling