+34.0%
CMS vs DTE
+45.8%
-11.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | -0.1% |
| 7D | +0.5% | +3.5% | -3.0% | -2.6% |
| 30D | +7.4% | +9.5% | -2.1% | -0.9% |
| 3M | +1.9% | +2.5% | -0.7% | -0.5% |
| 6M | -2.3% | +0.6% | -2.9% | -2.9% |
| YTD | +3.0% | +10.5% | -7.5% | -5.9% |
| 1Y | -2.8% | +3.3% | -6.1% | -5.8% |
| 3Y | +37.9% | +56.3% | -18.4% | -9.0% |
| 5Y | +34.0% | +44.9% | -11.0% | -5.3% |
| All | +34.0% | +45.8% | -11.9% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling