+754.3%
CMS vs DAR
+1,762.6%
-1,008.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -3.6% | +12.8% | -16.4% | -4.1% |
| 3M | -1.9% | +7.4% | -9.3% | -2.3% |
| 6M | -11.0% | +22.3% | -33.2% | -11.8% |
| YTD | +0.2% | +81.1% | -80.9% | -2.4% |
| 1Y | -1.3% | +106.5% | -107.8% | -4.5% |
| 3Y | +35.9% | +5.3% | +30.6% | +34.4% |
| 5Y | +23.1% | -11.5% | +34.6% | +21.8% |
| 10Y | +117.9% | +353.3% | -235.4% | +100.7% |
| All | +754.3% | +1,762.6% | -1,008.3% | +685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling