+1,314.7%
CMS vs ITOT
+878.9%
+435.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.3% | +3.3% | -4.6% | -3.2% |
| 30D | +5.3% | -2.5% | +7.7% | +6.6% |
| 3M | -0.3% | -2.3% | +2.0% | +0.8% |
| 6M | -4.0% | +3.0% | -7.1% | -6.3% |
| YTD | +2.1% | +11.9% | -9.8% | -5.4% |
| 1Y | -4.7% | +12.0% | -16.7% | -11.9% |
| 3Y | +36.8% | +77.8% | -41.0% | -7.4% |
| 5Y | +34.9% | +65.0% | -30.2% | -6.2% |
| 10Y | +134.7% | +290.1% | -155.4% | -13.5% |
| All | +1,314.7% | +878.9% | +435.8% | +128.1% |
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