+1,727.7%
STM vs CMS
+745.2%
+982.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.4% | -12.0% | -12.2% |
| 7D | -20.1% | +1.7% | -21.8% | -20.6% |
| 30D | -32.0% | +8.6% | -40.6% | -34.0% |
| 3M | -24.2% | -0.5% | -23.7% | -24.3% |
| 6M | -29.9% | -4.2% | -25.8% | -29.6% |
| YTD | +54.9% | +3.4% | +51.4% | +51.4% |
| 1Y | +68.0% | +0.4% | +67.5% | +65.8% |
| 3Y | -0.1% | +38.2% | -38.4% | -13.3% |
| 5Y | -17.9% | +35.4% | -53.3% | -29.1% |
| 10Y | +392.2% | +131.7% | +260.6% | +241.6% |
| All | +1,727.7% | +745.2% | +982.5% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling