+392.6%
STM vs CMS
+127.3%
+265.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +4.7% |
| 7D | -10.7% | -0.5% | -10.2% | -10.7% |
| 30D | -25.7% | +7.2% | -32.9% | -27.1% |
| 3M | -21.6% | -1.3% | -20.3% | -21.4% |
| 6M | -27.8% | -4.3% | -23.5% | -27.5% |
| YTD | +61.8% | +2.1% | +59.7% | +59.3% |
| 1Y | +78.1% | -0.6% | +78.7% | +76.6% |
| 3Y | +4.9% | +38.0% | -33.1% | -7.4% |
| 5Y | -14.3% | +33.6% | -47.9% | -24.3% |
| All | +392.6% | +127.3% | +265.3% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling