+1,287.9%
CMS vs ITOT
+896.7%
+391.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.9% | +2.0% | -3.9% | -3.4% |
| 6M | -11.0% | +13.0% | -24.0% | -17.7% |
| YTD | +0.2% | +14.0% | -13.8% | -8.0% |
| 1Y | -1.3% | +19.9% | -21.2% | -12.3% |
| 3Y | +35.9% | +75.8% | -39.9% | -7.1% |
| 5Y | +23.1% | +73.8% | -50.8% | -17.1% |
| 10Y | +117.9% | +295.9% | -178.0% | -20.1% |
| All | +1,287.9% | +896.7% | +391.2% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling