+0.4%
CMS vs DGX
+45.0%
-44.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.7% |
| 7D | +4.1% | +4.1% | 0.0% | +3.2% |
| 30D | +10.9% | +10.5% | +0.3% | +8.6% |
| 3M | -0.2% | +9.8% | -10.0% | -2.3% |
| 6M | -4.7% | +34.6% | -39.3% | -11.8% |
| YTD | +3.9% | +49.8% | -45.9% | -8.2% |
| 1Y | +0.4% | +46.0% | -45.7% | -10.5% |
| All | +0.4% | +45.0% | -44.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling