+4,100.0%
CMG vs PSA
+767.7%
+3,332.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | +12.7% | -8.2% | +20.9% | +16.5% |
| 3M | +26.3% | -2.1% | +28.4% | +26.9% |
| 6M | +4.5% | -0.2% | +4.7% | +4.0% |
| YTD | -0.1% | +18.5% | -18.6% | -7.2% |
| 1Y | -6.8% | +6.6% | -13.4% | -9.6% |
| 3Y | -5.0% | +24.5% | -29.4% | -15.4% |
| 5Y | -3.0% | +13.6% | -16.6% | -11.7% |
| 10Y | +323.6% | +102.0% | +221.6% | +191.2% |
| All | +4,100.0% | +767.7% | +3,332.3% | +1,406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling