+145.3%
DELL vs CMS
-1.1%
+146.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.8% |
| 7D | -11.8% | -0.9% | -10.9% | -12.3% |
| 30D | -40.8% | +7.1% | -47.9% | -38.3% |
| 3M | -23.6% | -1.3% | -22.3% | -23.9% |
| 6M | +33.4% | -2.7% | +36.0% | +31.9% |
| YTD | +178.0% | +2.6% | +175.4% | +181.6% |
| All | +145.3% | -1.1% | +146.3% | +152.5% |
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