+697.3%
DELL vs CMS
+35.9%
+661.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.4% |
| 7D | +14.9% | +0.4% | +14.5% | +15.0% |
| 30D | +13.3% | -3.6% | +16.9% | +11.7% |
| 3M | +24.4% | -1.9% | +26.3% | +23.4% |
| 6M | +258.0% | -11.0% | +269.0% | +247.6% |
| YTD | +320.2% | +0.2% | +320.0% | +321.2% |
| 1Y | +319.1% | -1.3% | +320.4% | +319.2% |
| All | +697.3% | +35.9% | +661.4% | +756.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling