-3.1%
CMS vs IT
-17.3%
+14.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -0.9% | -18.8% | +17.9% | -0.8% |
| 30D | +7.1% | -0.1% | +7.1% | +7.4% |
| 3M | -1.3% | +2.9% | -4.2% | -0.9% |
| 6M | -2.7% | +20.4% | -23.1% | -2.8% |
| YTD | +2.6% | -24.3% | +26.9% | +3.5% |
| All | -3.1% | -17.3% | +14.2% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling