+475.1%
CMS vs DTE
+3,601.1%
-3,126.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | -1.9% |
| 30D | +7.4% | +9.5% | -2.1% | +0.8% |
| 3M | +1.9% | +2.5% | -0.7% | +0.1% |
| 6M | -2.3% | +0.6% | -2.9% | -2.7% |
| YTD | +3.0% | +10.5% | -7.5% | -3.9% |
| 1Y | -2.8% | +3.3% | -6.1% | -5.0% |
| 3Y | +37.9% | +56.3% | -18.4% | +1.2% |
| 5Y | +34.0% | +44.9% | -11.0% | +4.3% |
| 10Y | +138.1% | +149.2% | -11.0% | +23.7% |
| All | +475.1% | +3,601.1% | -3,126.0% | -19.6% |
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