+0.4%
CMS vs DRI
+34.0%
-33.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.8% |
| 7D | +4.1% | +6.5% | -2.4% | +3.3% |
| 30D | +10.9% | +16.4% | -5.6% | +9.0% |
| 3M | -0.2% | +13.6% | -13.9% | -1.9% |
| 6M | -4.7% | +22.0% | -26.7% | -6.9% |
| YTD | +3.9% | +29.3% | -25.4% | -0.6% |
| 1Y | +0.4% | +32.0% | -31.7% | -4.1% |
| All | +0.4% | +34.0% | -33.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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