-1.8%
CMS vs DRI
+34.4%
-36.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +1.1% | +0.7% | +1.6% |
| 30D | +6.2% | +9.7% | -3.5% | +5.0% |
| 3M | +0.6% | +3.2% | -2.6% | +0.1% |
| 6M | -1.8% | +20.6% | -22.3% | -4.0% |
| YTD | +3.8% | +28.3% | -24.4% | -1.6% |
| 1Y | -1.8% | +34.5% | -36.3% | -8.0% |
| All | -1.8% | +34.4% | -36.2% | -8.0% |
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