-5.7%
DT vs CMS
+1.4%
-7.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.1% |
| 7D | -25.5% | +4.1% | -29.6% | -24.4% |
| 30D | -22.3% | +10.9% | -33.2% | -19.4% |
| 3M | +2.3% | -0.2% | +2.6% | +2.6% |
| 6M | +20.7% | -4.7% | +25.5% | +19.7% |
| YTD | +7.9% | +3.9% | +4.1% | +9.6% |
| 1Y | -5.7% | +0.4% | -6.1% | -3.8% |
| All | -5.7% | +1.4% | -7.1% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling