+121.7%
CMS vs DD
+87.9%
+33.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -1.3% | +4.6% | -5.9% | -2.1% |
| 30D | +6.3% | +11.8% | -5.5% | +4.5% |
| 3M | -2.1% | +2.2% | -4.2% | -2.5% |
| 6M | -5.1% | -1.6% | -3.5% | -5.2% |
| YTD | +1.3% | +23.0% | -21.8% | -2.6% |
| 1Y | -1.4% | +26.9% | -28.3% | -5.7% |
| 3Y | +36.9% | +77.9% | -41.0% | +22.1% |
| 5Y | +32.5% | +59.9% | -27.4% | +18.5% |
| All | +121.7% | +87.9% | +33.8% | +79.5% |
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