+136.0%
CMS vs D
+47.5%
+88.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -1.1% | -2.4% | +1.3% | +0.5% |
| 30D | +6.6% | +9.0% | -2.4% | +0.6% |
| 3M | +0.8% | +1.0% | -0.1% | +0.1% |
| 6M | -3.3% | +11.0% | -14.3% | -10.2% |
| YTD | +2.7% | +19.8% | -17.0% | -9.5% |
| 1Y | -4.0% | +16.0% | -20.0% | -13.7% |
| 3Y | +37.6% | +74.4% | -36.8% | -8.4% |
| 5Y | +35.4% | +13.5% | +21.9% | +21.4% |
| 10Y | +136.0% | +48.4% | +87.7% | +66.4% |
| All | +136.0% | +47.5% | +88.6% | +66.4% |
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