+34.7%
CMS vs STT
+100.0%
-65.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | +6.3% | -5.0% | +11.3% | +6.9% |
| 3M | -2.1% | -10.5% | +8.4% | -0.8% |
| 6M | -5.1% | +10.0% | -15.1% | -6.6% |
| YTD | +1.3% | +30.7% | -29.4% | -2.9% |
| 1Y | -1.4% | +43.8% | -45.2% | -6.9% |
| 3Y | +36.9% | +168.1% | -131.1% | +16.2% |
| All | +34.7% | +100.0% | -65.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling