+34.7%
CMS vs IT
-43.2%
+77.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.9% |
| 7D | -1.3% | -16.9% | +15.6% | -0.3% |
| 30D | +6.3% | +2.3% | +4.0% | +6.2% |
| 3M | -2.1% | +2.9% | -4.9% | -2.3% |
| 6M | -5.1% | +25.9% | -30.9% | -7.0% |
| YTD | +1.3% | -24.6% | +25.9% | +3.2% |
| 1Y | -1.4% | -16.0% | +14.7% | -0.6% |
| 3Y | +36.9% | -51.6% | +88.5% | +44.4% |
| All | +34.7% | -43.2% | +77.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling