+480.3%
CMS vs D
+2,492.7%
-2,012.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -1.6% |
| 7D | +4.1% | +8.5% | -4.4% | -1.7% |
| 30D | +10.9% | +14.3% | -3.5% | +1.1% |
| 3M | -0.2% | +1.8% | -2.0% | -1.6% |
| 6M | -4.7% | +13.0% | -17.8% | -12.9% |
| YTD | +3.9% | +22.7% | -18.9% | -10.4% |
| 1Y | +0.4% | +22.6% | -22.3% | -13.5% |
| 3Y | +38.8% | +84.2% | -45.4% | -11.9% |
| 5Y | +37.1% | +15.8% | +21.3% | +19.4% |
| 10Y | +132.7% | +45.8% | +86.9% | +67.6% |
| All | +480.3% | +2,492.7% | -2,012.5% | +5.8% |
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