+459.7%
CMS vs DD
+961.9%
-502.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | -3.6% | -10.3% | +6.7% | -1.4% |
| 3M | -1.9% | -7.5% | +5.6% | -0.5% |
| 6M | -11.0% | -8.0% | -3.0% | -9.9% |
| YTD | +0.2% | +10.5% | -10.3% | -2.7% |
| 1Y | -1.3% | +38.3% | -39.6% | -9.0% |
| 3Y | +35.9% | +42.5% | -6.6% | +22.3% |
| 5Y | +23.1% | +60.2% | -37.1% | +6.1% |
| 10Y | +117.9% | +68.9% | +49.1% | +73.9% |
| All | +459.7% | +961.9% | -502.2% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling