+35.2%
CMS vs DTE
+48.7%
-13.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | +1.2% | +0.9% | +0.3% | +0.5% |
| 30D | -3.2% | -1.9% | -1.3% | -1.6% |
| 3M | -2.2% | -3.3% | +1.1% | +0.6% |
| 6M | -9.4% | -7.1% | -2.3% | -3.8% |
| YTD | +0.7% | +8.1% | -7.4% | -5.5% |
| 1Y | +0.4% | +5.3% | -4.9% | -3.7% |
| 3Y | +35.2% | +48.2% | -13.0% | -2.1% |
| All | +35.2% | +48.7% | -13.5% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling