-10.8%
DOW vs CMS
+56.8%
-67.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +0.4% | -3.6% | +4.0% | +1.9% |
| 3M | -14.4% | -1.9% | -12.5% | -13.9% |
| 6M | -7.0% | -11.0% | +4.0% | -2.4% |
| YTD | +30.2% | +0.2% | +30.0% | +29.1% |
| 1Y | +29.2% | -1.3% | +30.5% | +28.6% |
| 3Y | -36.7% | +35.9% | -72.6% | -47.0% |
| 5Y | -37.7% | +23.1% | -60.8% | -46.3% |
| All | -10.8% | +56.8% | -67.6% | -17.5% |
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 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