+143.3%
DELL vs CMS
+1.4%
+141.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -7.8% |
| 7D | -24.6% | +4.1% | -28.7% | -22.4% |
| 30D | -32.5% | +10.9% | -43.3% | -28.3% |
| 3M | -20.2% | -0.2% | -20.0% | -20.0% |
| 6M | +76.5% | -4.7% | +81.2% | +76.1% |
| YTD | +198.9% | +3.9% | +195.0% | +206.3% |
| 1Y | +143.3% | +0.4% | +143.0% | +149.2% |
| All | +143.3% | +1.4% | +141.9% | +149.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling