-43.0%
DT vs CMS
+32.6%
-75.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -24.7% | -1.3% | -23.4% | -24.6% |
| 30D | -27.4% | +6.3% | -33.7% | -27.6% |
| 3M | -11.1% | -2.1% | -9.1% | -11.0% |
| 6M | +13.7% | -5.1% | +18.8% | +14.1% |
| YTD | +0.2% | +1.3% | -1.0% | -0.4% |
| 1Y | -5.7% | -1.4% | -4.3% | -6.0% |
| 3Y | -8.1% | +36.9% | -45.1% | -14.4% |
| All | -43.0% | +32.6% | -75.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling