+177.5%
DLR vs CMS
+127.7%
+49.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | +0.7% | +7.1% | -6.3% | -3.3% |
| 3M | -6.4% | -1.3% | -5.1% | -5.9% |
| 6M | -6.5% | -2.7% | -3.9% | -5.6% |
| YTD | +18.8% | +2.6% | +16.2% | +16.1% |
| 1Y | +9.0% | -2.0% | +11.0% | +9.4% |
| 3Y | +54.5% | +39.6% | +14.9% | +22.0% |
| 5Y | +35.8% | +35.3% | +0.5% | +8.7% |
| 10Y | +177.5% | +132.3% | +45.1% | +45.2% |
| All | +177.5% | +127.7% | +49.8% | +45.2% |
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