+782.0%
CMS vs DAR
+1,348.6%
-566.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.3% |
| 7D | +1.7% | -8.1% | +9.7% | +2.0% |
| 30D | +8.6% | -17.1% | +25.7% | +9.4% |
| 3M | -0.5% | -12.3% | +11.8% | 0.0% |
| 6M | -4.2% | -21.8% | +17.6% | -3.3% |
| YTD | +3.4% | +40.8% | -37.4% | +1.8% |
| 1Y | +0.4% | +57.4% | -56.9% | -1.7% |
| 3Y | +38.2% | +12.1% | +26.1% | +36.3% |
| 5Y | +35.4% | -40.2% | +75.6% | +36.2% |
| 10Y | +131.7% | +280.1% | -148.4% | +115.0% |
| All | +782.0% | +1,348.6% | -566.6% | +719.0% |
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