+34.5%
CMS vs DD
+67.2%
-32.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +1.7% | +5.0% | -3.2% | +1.1% |
| 30D | +6.2% | +19.7% | -13.5% | +3.8% |
| 3M | +0.6% | +7.2% | -6.6% | -0.3% |
| 6M | -1.8% | +1.0% | -2.8% | -2.1% |
| YTD | +3.8% | +29.1% | -25.3% | -0.3% |
| 1Y | -1.8% | +28.5% | -30.2% | -5.6% |
| 3Y | +39.8% | +89.4% | -49.6% | +24.3% |
| All | +34.5% | +67.2% | -32.8% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling