+4,062.5%
DELL vs CMS
+117.1%
+3,945.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +25.6% | +1.2% | +24.4% | +25.4% |
| 30D | +17.7% | -3.2% | +20.8% | +18.3% |
| 3M | +33.4% | -2.2% | +35.6% | +33.5% |
| 6M | +266.2% | -9.4% | +275.6% | +271.2% |
| YTD | +328.0% | +0.7% | +327.3% | +324.2% |
| 1Y | +339.6% | +0.4% | +339.2% | +335.3% |
| 3Y | +694.6% | +35.2% | +659.4% | +615.1% |
| 5Y | +1,122.0% | +24.1% | +1,097.9% | +1,014.1% |
| 10Y | +4,062.5% | +115.8% | +3,946.7% | +3,159.1% |
| All | +4,062.5% | +117.1% | +3,945.4% | +3,159.1% |
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