+39.7%
CMS vs SITM
+3,318.8%
-3,279.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +7.4% | -27.4% | +34.8% | +7.8% |
| 3M | +1.9% | -35.6% | +37.4% | +2.4% |
| 6M | -2.3% | -46.6% | +44.3% | -1.6% |
| YTD | +3.0% | +25.8% | -22.9% | +1.7% |
| 1Y | -2.8% | +38.2% | -41.0% | -4.2% |
| 3Y | +37.9% | +311.5% | -273.6% | +29.3% |
| 5Y | +34.0% | +94.6% | -60.7% | +25.3% |
| All | +39.7% | +3,318.8% | -3,279.2% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling