+115.8%
CMS vs IT
+89.8%
+26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +1.4% |
| 7D | +1.2% | -9.1% | +10.4% | +2.4% |
| 30D | -3.2% | -7.0% | +3.9% | -2.5% |
| 3M | -2.2% | +7.6% | -9.8% | -4.0% |
| 6M | -9.4% | +2.1% | -11.6% | -10.9% |
| YTD | +0.7% | -31.6% | +32.3% | +4.8% |
| 1Y | +0.4% | -29.9% | +30.3% | +3.6% |
| 3Y | +35.2% | -51.3% | +86.4% | +45.1% |
| 5Y | +24.1% | -44.8% | +68.9% | +27.7% |
| 10Y | +115.8% | +91.4% | +24.4% | +65.5% |
| All | +115.8% | +89.8% | +26.0% | +65.5% |
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