+117.7%
CMS vs ITOT
+300.1%
-182.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.3% | -2.0% | +0.7% | -0.5% |
| 30D | -2.8% | -2.0% | -0.8% | -2.0% |
| 3M | -7.1% | +4.5% | -11.7% | -9.0% |
| 6M | -10.0% | +12.6% | -22.7% | -14.9% |
| YTD | -0.9% | +12.0% | -12.9% | -6.1% |
| 1Y | -2.0% | +17.3% | -19.3% | -9.2% |
| 3Y | +33.0% | +75.2% | -42.3% | -0.2% |
| 5Y | +24.3% | +74.0% | -49.8% | -8.0% |
| All | +117.7% | +300.1% | -182.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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