+440.7%
CMS vs DGX
+8,858.2%
-8,417.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | -3.6% | +0.6% | -4.2% | -3.7% |
| 3M | -1.9% | +21.4% | -23.3% | -5.9% |
| 6M | -11.0% | +14.7% | -25.7% | -13.7% |
| YTD | +0.2% | +38.4% | -38.2% | -6.7% |
| 1Y | -1.3% | +34.0% | -35.3% | -7.5% |
| 3Y | +35.9% | +92.7% | -56.8% | +17.7% |
| 5Y | +23.1% | +67.7% | -44.6% | +8.9% |
| 10Y | +117.9% | +248.0% | -130.1% | +64.4% |
| All | +440.7% | +8,858.2% | -8,417.5% | +228.6% |
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