+702.0%
CMS vs DRI
+8,033.5%
-7,331.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | +5.3% | +10.8% | -5.6% | +3.5% |
| 3M | -0.3% | +0.9% | -1.3% | -0.6% |
| 6M | -4.0% | +16.3% | -20.4% | -6.6% |
| YTD | +2.1% | +27.8% | -25.6% | -2.3% |
| 1Y | -4.7% | +33.9% | -38.6% | -9.6% |
| 3Y | +36.8% | +67.2% | -30.4% | +24.0% |
| 5Y | +34.9% | +79.0% | -44.1% | +19.5% |
| 10Y | +134.7% | +332.2% | -197.5% | +67.3% |
| All | +702.0% | +8,033.5% | -7,331.5% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling