+132.3%
CMS vs DRI
+370.8%
-238.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | +7.1% | +16.2% | -9.2% | +5.0% |
| 3M | -1.3% | +8.4% | -9.7% | -2.4% |
| 6M | -2.7% | +19.0% | -21.7% | -5.0% |
| YTD | +2.6% | +28.8% | -26.2% | -1.1% |
| 1Y | -2.0% | +33.1% | -35.1% | -6.0% |
| 3Y | +39.6% | +70.8% | -31.2% | +28.8% |
| 5Y | +35.3% | +74.2% | -38.9% | +23.6% |
| 10Y | +132.3% | +345.5% | -213.2% | +99.6% |
| All | +132.3% | +370.8% | -238.4% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling