-10.4%
DOW vs CMS
+57.5%
-68.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.5% |
| 30D | +2.0% | -3.2% | +5.1% | +3.3% |
| 3M | -12.5% | -2.2% | -10.3% | -11.9% |
| 6M | -9.2% | -9.4% | +0.2% | -5.5% |
| YTD | +30.8% | +0.7% | +30.1% | +29.4% |
| 1Y | +29.4% | +0.4% | +29.0% | +27.7% |
| 3Y | -34.6% | +35.2% | -69.7% | -45.0% |
| 5Y | -35.9% | +24.1% | -60.1% | -45.0% |
| All | -10.4% | +57.5% | -68.0% | -17.3% |
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 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