+0.4%
DOW vs CMS
+59.8%
-59.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +3.7% | -1.3% | +4.9% | +4.2% |
| 30D | +16.3% | +5.3% | +11.0% | +13.6% |
| 3M | +9.7% | -0.3% | +10.0% | +9.7% |
| 6M | -14.1% | -4.0% | -10.0% | -12.9% |
| YTD | +46.6% | +2.1% | +44.5% | +44.0% |
| 1Y | +56.8% | -4.7% | +61.6% | +59.0% |
| 3Y | -20.4% | +36.8% | -57.2% | -33.4% |
| 5Y | -27.4% | +34.9% | -62.3% | -40.6% |
| All | +0.4% | +59.8% | -59.4% | -8.0% |
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