+628.6%
CMS vs IT
+6,105.9%
-5,477.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | +0.4% | -6.0% | +6.4% | +1.1% |
| 30D | -3.6% | 0.0% | -3.6% | -3.8% |
| 3M | -1.9% | +13.1% | -15.0% | -4.2% |
| 6M | -11.0% | +11.7% | -22.7% | -13.3% |
| YTD | +0.2% | -26.1% | +26.3% | +2.3% |
| 1Y | -1.3% | -21.3% | +19.9% | -0.4% |
| 3Y | +35.9% | -46.7% | +82.7% | +42.4% |
| 5Y | +23.1% | -40.5% | +63.6% | +25.6% |
| 10Y | +117.9% | +103.9% | +14.0% | +84.2% |
| All | +628.6% | +6,105.9% | -5,477.2% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling