+460.4%
CMS vs DGX
+9,743.1%
-9,282.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +1.6% | +0.2% | +1.4% |
| 30D | +6.2% | +11.2% | -5.0% | +3.8% |
| 3M | +0.6% | +10.4% | -9.8% | -1.6% |
| 6M | -1.8% | +37.1% | -38.8% | -8.2% |
| YTD | +3.8% | +52.1% | -48.3% | -5.3% |
| 1Y | -1.8% | +40.7% | -42.5% | -9.0% |
| 3Y | +39.8% | +107.6% | -67.8% | +19.1% |
| 5Y | +37.1% | +90.6% | -53.5% | +18.1% |
| 10Y | +138.6% | +287.9% | -149.3% | +75.8% |
| All | +460.4% | +9,743.1% | -9,282.7% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling