+132.3%
CMS vs IT
+96.9%
+35.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -0.9% | -18.8% | +17.9% | +1.6% |
| 30D | +7.1% | -0.1% | +7.1% | +6.9% |
| 3M | -1.3% | +2.9% | -4.2% | -2.2% |
| 6M | -2.7% | +20.4% | -23.1% | -6.3% |
| YTD | +2.6% | -24.3% | +26.9% | +5.2% |
| 1Y | -2.0% | -17.2% | +15.2% | -1.1% |
| 3Y | +39.6% | -52.4% | +92.0% | +51.8% |
| 5Y | +35.3% | -43.7% | +79.0% | +39.8% |
| 10Y | +132.3% | +90.3% | +42.0% | +75.7% |
| All | +132.3% | +96.9% | +35.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling