+470.5%
CMS vs DD
+1,148.4%
-677.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.3% | +6.7% | -8.0% | -2.6% |
| 30D | +5.3% | +19.4% | -14.2% | +1.3% |
| 3M | -0.3% | +7.6% | -8.0% | -2.1% |
| 6M | -4.0% | +2.9% | -6.9% | -5.1% |
| YTD | +2.1% | +29.9% | -27.7% | -4.3% |
| 1Y | -4.7% | +28.6% | -33.4% | -10.6% |
| 3Y | +36.8% | +90.0% | -53.2% | +15.7% |
| 5Y | +34.9% | +68.1% | -33.3% | +15.2% |
| 10Y | +134.7% | +98.7% | +35.9% | +80.7% |
| All | +470.5% | +1,148.4% | -677.9% | +211.7% |
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