+35.4%
CMS vs SITM
+4,437.5%
-4,402.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +0.2% | +3.7% | -3.5% | +0.1% |
| 30D | -1.3% | -14.5% | +13.2% | -1.1% |
| 3M | -5.4% | -10.6% | +5.2% | -5.4% |
| 6M | -10.3% | +65.5% | -75.9% | -11.6% |
| YTD | -0.2% | +67.0% | -67.2% | -1.8% |
| 1Y | -0.9% | +138.6% | -139.5% | -3.3% |
| 3Y | +34.0% | +421.8% | -387.9% | +25.3% |
| 5Y | +23.6% | +172.4% | -148.9% | +14.5% |
| All | +35.4% | +4,437.5% | -4,402.1% | -5.2% |
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