-4.6%
STM vs CMS
+36.3%
-40.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +12.0% | +1.7% | +10.3% | +11.8% |
| 30D | -0.4% | +6.2% | -6.5% | -1.2% |
| 3M | -13.2% | +0.6% | -13.8% | -13.2% |
| 6M | -26.1% | -1.8% | -24.3% | -26.3% |
| YTD | +81.2% | +3.8% | +77.3% | +78.6% |
| 1Y | +98.3% | -1.8% | +100.1% | +97.7% |
| 3Y | +16.7% | +39.8% | -23.1% | +3.8% |
| All | -4.6% | +36.3% | -40.9% | -13.2% |
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