+1,129.1%
DIA vs CMS
+283.1%
+846.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +3.8% | -1.9% | +5.7% | +4.1% |
| 6M | +10.3% | -11.0% | +21.2% | +13.6% |
| YTD | +12.1% | +0.2% | +11.9% | +11.6% |
| 1Y | +18.6% | -1.3% | +20.0% | +18.5% |
| 3Y | +60.6% | +35.9% | +24.7% | +45.1% |
| 5Y | +64.4% | +23.1% | +41.3% | +51.7% |
| 10Y | +250.1% | +117.9% | +132.2% | +173.7% |
| All | +1,129.1% | +283.1% | +846.0% | +554.9% |
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