+136.0%
CMS vs DD
+99.0%
+37.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.1% | +3.2% | -4.4% | -1.6% |
| 30D | +6.6% | +20.3% | -13.7% | +3.6% |
| 3M | +0.8% | +8.2% | -7.4% | -0.5% |
| 6M | -3.3% | +3.4% | -6.7% | -4.1% |
| YTD | +2.7% | +30.6% | -27.9% | -2.1% |
| 1Y | -4.0% | +30.6% | -34.7% | -8.6% |
| 3Y | +37.6% | +91.1% | -53.5% | +21.3% |
| 5Y | +35.4% | +68.6% | -33.1% | +20.1% |
| 10Y | +136.0% | +99.9% | +36.1% | +84.5% |
| All | +136.0% | +99.0% | +37.0% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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