+25.9%
CMS vs D
+4.5%
+21.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | +0.4% | +0.4% | -0.1% | +0.1% |
| 30D | -3.6% | -3.6% | 0.0% | -1.5% |
| 3M | -1.9% | -1.0% | -0.9% | -1.3% |
| 6M | -11.0% | +6.3% | -17.3% | -14.4% |
| YTD | +0.2% | +14.7% | -14.5% | -8.2% |
| 1Y | -1.3% | +16.9% | -18.3% | -10.9% |
| 3Y | +35.9% | +56.8% | -20.9% | -0.3% |
| All | +25.9% | +4.5% | +21.4% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling