+123.5%
CMS vs PAAS
+192.1%
-68.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -0.5% | +8.4% | -8.9% | -1.1% |
| 30D | +7.2% | -7.2% | +14.4% | +7.6% |
| 3M | -1.3% | -14.0% | +12.8% | -0.5% |
| 6M | -4.3% | -26.8% | +22.4% | -2.7% |
| YTD | +2.1% | -19.8% | +21.9% | +2.4% |
| 1Y | -0.6% | +22.8% | -23.4% | -3.9% |
| 3Y | +38.0% | +183.6% | -145.6% | +21.6% |
| 5Y | +33.6% | +73.8% | -40.2% | +20.5% |
| All | +123.5% | +192.1% | -68.6% | +84.0% |
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