+463.1%
STM vs CMS
+137.8%
+325.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.4% | -1.1% | +2.6% | +1.7% |
| 30D | -8.4% | +6.6% | -14.9% | -9.9% |
| 3M | -15.8% | +0.8% | -16.6% | -16.1% |
| 6M | -22.8% | -3.3% | -19.5% | -22.8% |
| YTD | +79.4% | +2.7% | +76.6% | +76.4% |
| 1Y | +97.0% | -4.0% | +101.0% | +97.4% |
| 3Y | +14.2% | +37.6% | -23.4% | +1.0% |
| 5Y | -4.5% | +35.4% | -39.9% | -15.9% |
| 10Y | +463.1% | +136.0% | +327.1% | +462.0% |
| All | +463.1% | +137.8% | +325.3% | +462.0% |
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