+138.1%
CMS vs IT
+88.3%
+49.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.5% | -7.5% | +8.0% | +1.5% |
| 30D | +7.4% | -1.2% | +8.6% | +7.4% |
| 3M | +1.9% | -2.2% | +4.1% | +1.7% |
| 6M | -2.3% | +19.1% | -21.4% | -5.9% |
| YTD | +3.0% | -25.1% | +28.1% | +5.7% |
| 1Y | -2.8% | -17.4% | +14.6% | -1.9% |
| 3Y | +37.9% | -54.1% | +92.0% | +50.9% |
| 5Y | +34.0% | -42.7% | +76.6% | +37.7% |
| 10Y | +138.1% | +88.1% | +50.0% | +81.2% |
| All | +138.1% | +88.3% | +49.9% | +81.2% |
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