+473.8%
CMS vs DTE
+3,619.8%
-3,146.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -1.1% | +1.6% | -2.7% | -2.2% |
| 30D | +6.6% | +9.1% | -2.5% | +0.3% |
| 3M | +0.8% | +2.4% | -1.6% | -0.9% |
| 6M | -3.3% | -0.2% | -3.1% | -3.1% |
| YTD | +2.7% | +11.0% | -8.3% | -4.4% |
| 1Y | -4.0% | +3.4% | -7.4% | -6.2% |
| 3Y | +37.6% | +57.1% | -19.5% | +0.7% |
| 5Y | +35.4% | +46.6% | -11.1% | +4.6% |
| 10Y | +136.0% | +151.3% | -15.3% | +21.9% |
| All | +473.8% | +3,619.8% | -3,146.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling