+863.5%
DE vs CMS
+116.0%
+747.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +11.1% | -1.3% | +12.4% | +11.6% |
| 3M | +17.6% | -5.4% | +23.0% | +19.7% |
| 6M | +13.6% | -10.3% | +23.9% | +17.9% |
| YTD | +46.3% | -0.2% | +46.5% | +46.0% |
| 1Y | +44.2% | -0.9% | +45.0% | +43.9% |
| 3Y | +76.6% | +34.0% | +42.6% | +56.4% |
| 5Y | +98.2% | +23.6% | +74.7% | +79.0% |
| 10Y | +863.5% | +122.2% | +741.3% | +744.7% |
| All | +863.5% | +116.0% | +747.5% | +744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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