+38.6%
CMS vs SITM
+3,519.6%
-3,481.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -1.3% | +32.5% | -33.8% | -1.7% |
| 30D | +5.3% | -18.8% | +24.1% | +5.5% |
| 3M | -0.3% | -30.9% | +30.5% | +0.1% |
| 6M | -4.0% | -44.5% | +40.4% | -3.4% |
| YTD | +2.1% | +33.2% | -31.1% | +0.8% |
| 1Y | -4.7% | +53.8% | -58.6% | -6.3% |
| 3Y | +36.8% | +335.7% | -298.9% | +28.2% |
| 5Y | +34.9% | +84.6% | -49.8% | +26.8% |
| All | +38.6% | +3,519.6% | -3,481.1% | -2.7% |
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