+140.2%
CMS vs IT
+90.0%
+50.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.7% | +1.1% | +0.7% | +1.6% |
| 30D | +6.2% | -1.8% | +8.0% | +6.2% |
| 3M | +0.6% | +4.8% | -4.2% | -0.4% |
| 6M | -1.8% | +33.0% | -34.8% | -6.8% |
| YTD | +3.8% | -23.8% | +27.7% | +6.3% |
| 1Y | -1.8% | -16.5% | +14.7% | -1.0% |
| 3Y | +39.8% | -53.6% | +93.5% | +52.9% |
| 5Y | +37.1% | -42.1% | +79.2% | +40.9% |
| All | +140.2% | +90.0% | +50.2% | +84.2% |
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