+47.3%
DLR vs CMS
+35.4%
+11.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -3.5% | +6.3% | -9.8% | -5.4% |
| 3M | -8.9% | -2.1% | -6.9% | -8.4% |
| 6M | -11.6% | -5.1% | -6.5% | -10.4% |
| YTD | +14.9% | +1.3% | +13.7% | +14.4% |
| 1Y | +6.4% | -1.4% | +7.8% | +6.8% |
| 3Y | +47.3% | +36.9% | +10.3% | +28.5% |
| All | +47.3% | +35.4% | +11.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling