+165.8%
DLR vs CMS
+117.1%
+48.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | -2.2% | -3.2% | +0.9% | -0.4% |
| 3M | +4.7% | -2.2% | +6.9% | +5.8% |
| 6M | +9.0% | -9.4% | +18.4% | +15.1% |
| YTD | +24.1% | +0.7% | +23.5% | +22.9% |
| 1Y | +20.9% | +0.4% | +20.6% | +19.7% |
| 3Y | +60.0% | +35.2% | +24.9% | +28.5% |
| 5Y | +35.3% | +24.1% | +11.2% | +14.1% |
| 10Y | +165.8% | +115.8% | +50.0% | +41.9% |
| All | +165.8% | +117.1% | +48.6% | +41.9% |
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 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