+34.5%
CMS vs ITOT
+63.9%
-29.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | +2.5% | -0.8% | +1.1% |
| 30D | +6.2% | -1.7% | +7.9% | +6.5% |
| 3M | +0.6% | -3.4% | +4.0% | +1.4% |
| 6M | -1.8% | +2.1% | -3.9% | -2.5% |
| YTD | +3.8% | +11.5% | -7.6% | +0.5% |
| 1Y | -1.8% | +13.6% | -15.4% | -5.5% |
| 3Y | +39.8% | +77.2% | -37.4% | +13.6% |
| All | +34.5% | +63.9% | -29.4% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling