+39.6%
CMS vs STT
+178.8%
-139.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.3% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +7.1% | -2.3% | +9.4% | +7.3% |
| 3M | -1.3% | -7.0% | +5.7% | -0.7% |
| 6M | -2.7% | +15.5% | -18.1% | -4.4% |
| YTD | +2.6% | +35.6% | -33.0% | -1.6% |
| 1Y | -2.0% | +47.9% | -49.9% | -7.5% |
| 3Y | +39.6% | +181.1% | -141.5% | +9.6% |
| All | +39.6% | +178.8% | -139.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling