-9.2%
STM vs CMS
+36.1%
-45.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.2% | +6.7% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | -14.4% | +7.1% | -21.5% | -15.2% |
| 3M | -20.5% | -1.3% | -19.2% | -20.3% |
| 6M | -24.5% | -2.7% | -21.9% | -24.6% |
| YTD | +72.7% | +2.6% | +70.1% | +70.6% |
| 1Y | +91.0% | -2.0% | +93.0% | +90.3% |
| 3Y | +13.5% | +39.6% | -26.1% | +1.1% |
| 5Y | -9.2% | +35.3% | -44.5% | -16.0% |
| All | -9.2% | +36.1% | -45.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling