+3,340.7%
DLR vs CMS
+1,294.9%
+2,045.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +1.1% |
| 7D | -3.6% | -1.3% | -2.3% | -2.8% |
| 30D | -3.5% | +6.3% | -9.8% | -7.3% |
| 3M | -8.9% | -2.1% | -6.9% | -8.0% |
| 6M | -11.6% | -5.1% | -6.5% | -9.2% |
| YTD | +14.9% | +1.3% | +13.7% | +13.0% |
| 1Y | +6.4% | -1.4% | +7.8% | +6.3% |
| 3Y | +47.3% | +36.9% | +10.3% | +16.7% |
| 5Y | +32.8% | +32.5% | +0.3% | +6.6% |
| 10Y | +169.6% | +126.8% | +42.8% | +46.7% |
| All | +3,340.7% | +1,294.9% | +2,045.8% | +570.7% |
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