-5.9%
DT vs CMS
-1.1%
-4.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.4% |
| 7D | -20.2% | -0.9% | -19.3% | -20.6% |
| 30D | -30.8% | +7.1% | -37.8% | -28.8% |
| 3M | -10.2% | -1.3% | -8.9% | -10.4% |
| 6M | +8.0% | -2.7% | +10.7% | +8.0% |
| YTD | +1.5% | +2.6% | -1.2% | +4.3% |
| All | -5.9% | -1.1% | -4.8% | -4.1% |
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