-8.1%
DT vs CMS
+35.4%
-43.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.8% |
| 7D | -24.7% | -1.3% | -23.4% | -24.8% |
| 30D | -27.4% | +6.3% | -33.7% | -26.8% |
| 3M | -11.1% | -2.1% | -9.1% | -11.2% |
| 6M | +13.7% | -5.1% | +18.8% | +13.5% |
| YTD | +0.2% | +1.3% | -1.0% | +0.1% |
| 1Y | -5.7% | -1.4% | -4.3% | -5.8% |
| 3Y | -8.1% | +36.9% | -45.1% | -11.0% |
| All | -8.1% | +35.4% | -43.5% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling