+459.7%
CMS vs D
+2,347.4%
-1,887.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | +0.4% | +0.4% | -0.1% | 0.0% |
| 30D | -3.6% | -3.6% | 0.0% | -1.2% |
| 3M | -1.9% | -1.0% | -0.9% | -1.2% |
| 6M | -11.0% | +6.3% | -17.3% | -15.0% |
| YTD | +0.2% | +14.7% | -14.5% | -9.4% |
| 1Y | -1.3% | +16.9% | -18.3% | -12.1% |
| 3Y | +35.9% | +56.8% | -20.9% | -3.7% |
| 5Y | +23.1% | +5.2% | +17.9% | +14.5% |
| 10Y | +117.9% | +35.9% | +82.1% | +65.0% |
| All | +459.7% | +2,347.4% | -1,887.7% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling