+96.4%
DE vs CMS
+26.5%
+69.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | +9.6% | -3.2% | +12.8% | +10.7% |
| 3M | +19.0% | -2.2% | +21.2% | +19.4% |
| 6M | +16.1% | -9.4% | +25.5% | +19.5% |
| YTD | +47.0% | +0.7% | +46.3% | +46.4% |
| 1Y | +43.1% | +0.4% | +42.8% | +42.4% |
| 3Y | +77.5% | +35.2% | +42.3% | +60.5% |
| 5Y | +96.4% | +24.1% | +72.2% | +81.6% |
| All | +96.4% | +26.5% | +69.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling