+115.2%
CMS vs DG
+112.1%
+3.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +0.4% | +8.4% | -8.0% | -1.0% |
| 30D | -3.6% | +4.9% | -8.5% | -4.4% |
| 3M | -1.9% | +29.3% | -31.3% | -6.2% |
| 6M | -11.0% | -11.3% | +0.3% | -9.6% |
| YTD | +0.2% | +1.8% | -1.6% | -0.7% |
| 1Y | -1.3% | +25.3% | -26.7% | -6.2% |
| 3Y | +35.9% | +9.1% | +26.9% | +28.3% |
| 5Y | +23.1% | -34.9% | +58.0% | +29.0% |
| All | +115.2% | +112.1% | +3.1% | +92.2% |
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