-1.3%
CMS vs DGX
+33.7%
-35.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -1.9% | +21.4% | -23.3% | -7.2% |
| 6M | -11.0% | +14.7% | -25.7% | -14.5% |
| YTD | +0.2% | +38.4% | -38.2% | -9.6% |
| 1Y | -1.3% | +34.0% | -35.3% | -10.0% |
| All | -1.3% | +33.7% | -35.0% | -10.0% |
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