+459.7%
CMS vs STT
+7,372.9%
-6,913.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -3.6% | +3.9% | -7.5% | -4.2% |
| 3M | -1.9% | +20.0% | -21.9% | -4.9% |
| 6M | -11.0% | +55.3% | -66.3% | -17.4% |
| YTD | +0.2% | +53.3% | -53.1% | -7.0% |
| 1Y | -1.3% | +74.7% | -76.0% | -10.5% |
| 3Y | +35.9% | +205.8% | -169.9% | +11.5% |
| 5Y | +23.1% | +145.0% | -121.9% | +2.6% |
| 10Y | +117.9% | +266.0% | -148.1% | +61.9% |
| All | +459.7% | +7,372.9% | -6,913.3% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling