+123.5%
CMS vs DAR
+268.8%
-145.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.5% | -9.9% | +9.4% | +0.5% |
| 30D | +7.2% | -16.4% | +23.6% | +9.1% |
| 3M | -1.3% | -17.1% | +15.8% | +0.4% |
| 6M | -4.3% | -20.5% | +16.2% | -2.4% |
| YTD | +2.1% | +39.4% | -37.3% | -2.3% |
| 1Y | -0.6% | +57.2% | -57.8% | -6.2% |
| 3Y | +38.0% | +13.9% | +24.2% | +32.8% |
| 5Y | +33.6% | -40.8% | +74.4% | +37.5% |
| All | +123.5% | +268.8% | -145.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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