+734.2%
CMS vs DG
+612.5%
+121.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +6.3% | +9.5% | -3.2% | +4.7% |
| 3M | -2.1% | +5.5% | -7.5% | -3.1% |
| 6M | -5.1% | +16.1% | -21.2% | -7.7% |
| YTD | +1.3% | +2.7% | -1.4% | 0.0% |
| 1Y | -1.4% | +42.1% | -43.5% | -7.9% |
| 3Y | +36.9% | +19.3% | +17.7% | +27.8% |
| 5Y | +32.5% | -35.3% | +67.9% | +36.6% |
| 10Y | +126.8% | +123.9% | +2.8% | +92.3% |
| All | +734.2% | +612.5% | +121.8% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling