+34.7%
CMS vs DRI
+74.0%
-39.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -2.1% | +8.2% | -10.2% | -3.2% |
| 6M | -5.1% | +17.5% | -22.6% | -7.2% |
| YTD | +1.3% | +26.9% | -25.7% | -2.3% |
| 1Y | -1.4% | +31.6% | -33.0% | -5.3% |
| 3Y | +36.9% | +67.0% | -30.0% | +26.3% |
| All | +34.7% | +74.0% | -39.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling