+138.1%
CMS vs DAR
+269.9%
-131.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.5% |
| 7D | +0.5% | -3.8% | +4.3% | +0.9% |
| 30D | +7.4% | -14.4% | +21.8% | +9.0% |
| 3M | +1.9% | -17.9% | +19.8% | +3.8% |
| 6M | -2.3% | -18.3% | +16.0% | -0.6% |
| YTD | +3.0% | +43.2% | -40.3% | -1.7% |
| 1Y | -2.8% | +57.7% | -60.5% | -8.3% |
| 3Y | +37.9% | +22.7% | +15.2% | +31.5% |
| 5Y | +34.0% | -34.0% | +68.0% | +35.9% |
| 10Y | +138.1% | +279.5% | -141.4% | +81.5% |
| All | +138.1% | +269.9% | -131.8% | +81.5% |
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