+678.9%
STM vs CMS
+117.1%
+561.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | -1.0% | -3.6% | +2.6% | -0.1% |
| 3M | -33.3% | -1.9% | -31.3% | -33.4% |
| 6M | +57.4% | -11.0% | +68.3% | +61.4% |
| YTD | +102.2% | +0.2% | +102.0% | +100.5% |
| 1Y | +99.6% | -1.3% | +100.9% | +98.4% |
| 3Y | +14.5% | +35.9% | -21.4% | +1.4% |
| 5Y | +21.4% | +23.1% | -1.7% | +9.9% |
| All | +678.9% | +117.1% | +561.8% | +603.8% |
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