-1.3%
CMS vs SITM
+174.8%
-176.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.1% |
| 7D | +0.4% | +9.7% | -9.4% | +0.5% |
| 30D | -3.6% | +12.7% | -16.3% | -3.2% |
| 3M | -1.9% | -13.4% | +11.5% | -1.6% |
| 6M | -11.0% | +59.6% | -70.6% | -11.0% |
| YTD | +0.2% | +73.3% | -73.1% | +0.3% |
| 1Y | -1.3% | +165.5% | -166.9% | +0.3% |
| All | -1.3% | +174.8% | -176.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling