+392.6%
STM vs CMS
+125.4%
+267.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.6% | +4.9% |
| 7D | -10.7% | -1.3% | -9.4% | -10.5% |
| 30D | -25.7% | +6.3% | -32.1% | -27.0% |
| 3M | -21.6% | -2.1% | -19.5% | -21.3% |
| 6M | -27.8% | -5.1% | -22.7% | -27.4% |
| YTD | +61.8% | +1.3% | +60.5% | +59.6% |
| 1Y | +78.1% | -1.4% | +79.5% | +76.9% |
| 3Y | +4.9% | +36.9% | -32.0% | -7.3% |
| 5Y | -14.3% | +32.5% | -46.8% | -24.2% |
| All | +392.6% | +125.4% | +267.2% | +371.6% |
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