+39.8%
CMS vs DG
+21.7%
+18.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +6.2% | +3.2% | +3.0% | +5.9% |
| 3M | +0.6% | +10.4% | -9.8% | -0.3% |
| 6M | -1.8% | +33.2% | -34.9% | -4.1% |
| YTD | +3.8% | +3.0% | +0.9% | +3.3% |
| 1Y | -1.8% | +31.2% | -33.0% | -4.5% |
| 3Y | +39.8% | +21.8% | +18.0% | +29.8% |
| All | +39.8% | +21.7% | +18.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling