-4.0%
CMS vs DRI
+36.0%
-40.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +6.6% | +14.7% | -8.1% | +4.9% |
| 3M | +0.8% | +5.4% | -4.6% | 0.0% |
| 6M | -3.3% | +18.8% | -22.2% | -5.5% |
| YTD | +2.7% | +28.4% | -25.6% | -2.7% |
| 1Y | -4.0% | +37.7% | -41.7% | -10.8% |
| All | -4.0% | +36.0% | -40.0% | -10.8% |
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