+35.3%
CMS vs SITM
+63.2%
-27.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.6% | -9.1% | +0.6% |
| 7D | -0.9% | +9.4% | -10.3% | -0.8% |
| 30D | +7.1% | -25.4% | +32.4% | +7.0% |
| 3M | -1.3% | -37.0% | +35.7% | -1.5% |
| 6M | -2.7% | -45.1% | +42.5% | -2.7% |
| YTD | +2.6% | +29.4% | -26.8% | +2.7% |
| 1Y | -2.0% | +39.8% | -41.8% | -1.9% |
| 3Y | +39.6% | +328.2% | -288.6% | +37.9% |
| 5Y | +35.3% | +87.4% | -52.0% | +31.2% |
| All | +35.3% | +63.2% | -27.9% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling