+159.9%
DELL vs CMS
-2.7%
+162.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.9% | -5.9% |
| 7D | +4.9% | +1.7% | +3.1% | +6.3% |
| 30D | -32.1% | +6.2% | -38.3% | -29.1% |
| 3M | -30.2% | +0.6% | -30.9% | -29.6% |
| 6M | +41.7% | -1.8% | +43.5% | +41.5% |
| YTD | +176.6% | +3.8% | +172.7% | +185.4% |
| 1Y | +159.9% | -1.8% | +161.7% | +168.7% |
| All | +159.9% | -2.7% | +162.6% | +168.7% |
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 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