+9.1%
CME vs PSA
+4.9%
+4.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | +4.7% | -9.6% | +14.2% | +6.1% |
| 3M | +7.8% | -7.9% | +15.7% | +9.0% |
| 6M | -11.0% | -2.0% | -9.0% | -10.3% |
| YTD | +4.0% | +15.7% | -11.7% | +2.8% |
| 1Y | +9.1% | +5.8% | +3.3% | +8.0% |
| All | +9.1% | +4.9% | +4.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling