+57.5%
DIA vs CMS
+35.4%
+22.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | +0.3% | +6.3% | -6.1% | -0.7% |
| 3M | -4.5% | -2.1% | -2.5% | -4.2% |
| 6M | +3.4% | -5.1% | +8.4% | +4.0% |
| YTD | +7.8% | +1.3% | +6.5% | +7.1% |
| 1Y | +10.7% | -1.4% | +12.1% | +10.6% |
| 3Y | +57.5% | +36.9% | +20.6% | +45.8% |
| All | +57.5% | +35.4% | +22.2% | +45.8% |
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 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