+132.3%
CMS vs DG
+128.5%
+3.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +7.1% | +7.4% | -0.4% | +5.7% |
| 3M | -1.3% | +8.5% | -9.8% | -2.8% |
| 6M | -2.7% | +21.9% | -24.5% | -6.3% |
| YTD | +2.6% | +4.9% | -2.3% | +1.0% |
| 1Y | -2.0% | +40.4% | -42.4% | -8.7% |
| 3Y | +39.6% | +23.5% | +16.1% | +28.4% |
| 5Y | +35.3% | -32.3% | +67.6% | +40.7% |
| 10Y | +132.3% | +119.3% | +13.0% | +106.4% |
| All | +132.3% | +128.5% | +3.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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