+686.8%
CMS vs DRI
+7,577.6%
-6,890.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -3.6% | +3.8% | -7.4% | -4.3% |
| 3M | -1.9% | +13.0% | -14.9% | -4.0% |
| 6M | -11.0% | +8.3% | -19.3% | -12.3% |
| YTD | +0.2% | +20.6% | -20.4% | -3.2% |
| 1Y | -1.3% | +6.5% | -7.8% | -2.9% |
| 3Y | +35.9% | +53.7% | -17.8% | +24.9% |
| 5Y | +23.1% | +72.7% | -49.6% | +9.6% |
| 10Y | +117.9% | +363.2% | -245.2% | +53.3% |
| All | +686.8% | +7,577.6% | -6,890.9% | +272.7% |
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 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