+1,081.8%
DIA vs CMS
+287.1%
+794.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | +0.3% | +6.3% | -6.1% | -1.5% |
| 3M | -4.5% | -2.1% | -2.5% | -4.0% |
| 6M | +3.4% | -5.1% | +8.4% | +4.6% |
| YTD | +7.8% | +1.3% | +6.5% | +6.9% |
| 1Y | +10.7% | -1.4% | +12.1% | +10.6% |
| 3Y | +57.5% | +36.9% | +20.6% | +42.1% |
| 5Y | +53.7% | +32.5% | +21.2% | +38.8% |
| 10Y | +247.2% | +126.8% | +120.4% | +168.5% |
| All | +1,081.8% | +287.1% | +794.6% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling