-0.6%
CMS vs DRI
+30.3%
-30.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.5% | +2.8% | -3.3% | -0.9% |
| 30D | +7.2% | +13.3% | -6.1% | +5.7% |
| 3M | -1.3% | +8.2% | -9.4% | -2.3% |
| 6M | -4.3% | +17.5% | -21.9% | -6.1% |
| YTD | +2.1% | +26.9% | -24.8% | -2.0% |
| 1Y | -0.6% | +31.6% | -32.2% | -5.0% |
| All | -0.6% | +30.3% | -30.9% | -5.0% |
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