+140.2%
CMS vs DTE
+152.1%
-11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +1.7% | +3.4% | -1.7% | -0.8% |
| 30D | +6.2% | +8.9% | -2.7% | -0.3% |
| 3M | +0.6% | +1.1% | -0.4% | -0.2% |
| 6M | -1.8% | +0.1% | -1.8% | -1.8% |
| YTD | +3.8% | +11.1% | -7.2% | -3.8% |
| 1Y | -1.8% | +4.9% | -6.7% | -5.2% |
| 3Y | +39.8% | +58.6% | -18.7% | +0.3% |
| 5Y | +37.1% | +47.3% | -10.2% | +4.7% |
| All | +140.2% | +152.1% | -11.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling