+57.7%
DIA vs CMS
+34.5%
+23.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +1.2% | +5.3% | -4.0% | -0.1% |
| 3M | -2.4% | -0.3% | -2.1% | -2.4% |
| 6M | +5.7% | -4.0% | +9.7% | +6.5% |
| YTD | +9.9% | +2.1% | +7.8% | +8.7% |
| 1Y | +9.8% | -4.7% | +14.5% | +10.7% |
| 3Y | +59.8% | +36.8% | +23.0% | +42.8% |
| 5Y | +57.7% | +34.9% | +22.8% | +40.7% |
| All | +57.7% | +34.5% | +23.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling