+763.3%
CMS vs DAR
+1,334.0%
-570.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -1.3% | -9.9% | +8.6% | -0.9% |
| 30D | +6.3% | -16.4% | +22.7% | +7.1% |
| 3M | -2.1% | -17.1% | +15.0% | -1.4% |
| 6M | -5.1% | -20.5% | +15.4% | -4.3% |
| YTD | +1.3% | +39.4% | -38.2% | -0.3% |
| 1Y | -1.4% | +57.2% | -58.6% | -3.4% |
| 3Y | +36.9% | +13.9% | +23.1% | +35.0% |
| 5Y | +32.5% | -40.8% | +73.4% | +33.3% |
| 10Y | +126.8% | +276.2% | -149.5% | +110.5% |
| All | +763.3% | +1,334.0% | -570.7% | +702.0% |
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