+34.3%
DLR vs CMS
+23.4%
+10.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -3.4% | -3.6% | +0.2% | -1.5% |
| 3M | +0.5% | -1.9% | +2.4% | +1.2% |
| 6M | +4.6% | -11.0% | +15.5% | +10.8% |
| YTD | +23.4% | +0.2% | +23.2% | +22.6% |
| 1Y | +19.0% | -1.3% | +20.3% | +19.0% |
| 3Y | +56.5% | +35.9% | +20.6% | +25.0% |
| All | +34.3% | +23.4% | +10.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling