-2.8%
CMS vs DRI
+31.8%
-34.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.5% | +4.2% | -3.7% | 0.0% |
| 30D | +7.4% | +15.7% | -8.3% | +5.7% |
| 3M | +1.9% | +5.8% | -3.9% | +1.0% |
| 6M | -2.3% | +18.4% | -20.8% | -4.4% |
| YTD | +3.0% | +28.2% | -25.2% | -2.1% |
| 1Y | -2.8% | +35.9% | -38.7% | -8.8% |
| All | -2.8% | +31.8% | -34.6% | -8.8% |
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