-1.4%
CMS vs DRI
+30.3%
-31.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | +6.3% | +13.3% | -6.9% | +4.9% |
| 3M | -2.1% | +8.2% | -10.2% | -3.0% |
| 6M | -5.1% | +17.5% | -22.6% | -6.9% |
| YTD | +1.3% | +26.9% | -25.7% | -2.8% |
| 1Y | -1.4% | +31.6% | -33.0% | -5.8% |
| All | -1.4% | +30.3% | -31.7% | -5.8% |
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