+115.4%
CMS vs PAAS
+206.7%
-91.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.6% |
| 30D | -3.6% | +6.8% | -10.4% | -4.2% |
| 3M | -1.9% | -2.9% | +1.0% | -2.0% |
| 6M | -11.0% | -16.4% | +5.5% | -10.3% |
| YTD | +0.2% | 0.0% | +0.2% | -0.9% |
| 1Y | -1.3% | +54.3% | -55.6% | -6.3% |
| 3Y | +35.9% | +230.7% | -194.7% | +18.1% |
| 5Y | +23.1% | +111.6% | -88.6% | +9.3% |
| All | +115.4% | +206.7% | -91.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling