+249.2%
DIA vs CMS
+115.7%
+133.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -1.5% | -3.6% | +2.1% | -0.3% |
| 3M | +3.8% | -1.9% | +5.7% | +4.2% |
| 6M | +10.3% | -11.0% | +21.2% | +14.6% |
| YTD | +12.1% | +0.2% | +11.9% | +11.3% |
| 1Y | +18.6% | -1.3% | +20.0% | +18.3% |
| 3Y | +60.6% | +35.9% | +24.7% | +39.1% |
| 5Y | +64.4% | +23.1% | +41.3% | +46.4% |
| All | +249.2% | +115.7% | +133.6% | +175.8% |
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