+25.9%
CMS vs DG
-35.0%
+60.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.4% | +8.4% | -8.0% | -0.5% |
| 30D | -3.6% | +4.9% | -8.5% | -4.1% |
| 3M | -1.9% | +29.3% | -31.3% | -4.7% |
| 6M | -11.0% | -11.3% | +0.3% | -10.0% |
| YTD | +0.2% | +1.8% | -1.6% | -0.4% |
| 1Y | -1.3% | +25.3% | -26.7% | -4.6% |
| 3Y | +35.9% | +9.1% | +26.9% | +30.6% |
| All | +25.9% | -35.0% | +60.9% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling