+24.1%
CMS vs SITM
+168.3%
-144.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +1.2% | +8.4% | -7.1% | +1.3% |
| 30D | -3.2% | -17.4% | +14.3% | -3.2% |
| 3M | -2.2% | -9.8% | +7.6% | -2.1% |
| 6M | -9.4% | +83.0% | -92.4% | -9.3% |
| YTD | +0.7% | +69.6% | -68.9% | +0.9% |
| 1Y | +0.4% | +144.9% | -144.5% | +0.7% |
| 3Y | +35.2% | +429.9% | -394.7% | +34.1% |
| 5Y | +24.1% | +169.2% | -145.0% | +20.0% |
| All | +24.1% | +168.3% | -144.1% | +20.0% |
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