+2,876.0%
DELL vs CMS
+136.3%
+2,739.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +17.1% | -1.3% | +18.4% | +17.3% |
| 30D | -35.1% | +5.3% | -40.3% | -35.7% |
| 3M | -23.3% | -0.3% | -22.9% | -23.4% |
| 6M | +55.8% | -4.0% | +59.9% | +56.0% |
| YTD | +198.0% | +2.1% | +195.8% | +194.2% |
| 1Y | +166.6% | -4.7% | +171.3% | +167.0% |
| 3Y | +427.6% | +36.8% | +390.8% | +373.7% |
| 5Y | +630.6% | +34.9% | +595.8% | +548.1% |
| All | +2,876.0% | +136.3% | +2,739.7% | +2,220.7% |
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