+136.2%
CMS vs PAAS
+207.5%
-71.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -1.3% | -7.0% | +5.8% | -0.8% |
| 30D | +5.3% | -15.3% | +20.5% | +6.4% |
| 3M | -0.3% | -27.7% | +27.4% | +1.7% |
| 6M | -4.0% | -40.5% | +36.4% | -0.9% |
| YTD | +2.1% | -26.5% | +28.6% | +3.1% |
| 1Y | -4.7% | -0.8% | -3.9% | -6.4% |
| 3Y | +36.8% | +196.9% | -160.1% | +19.8% |
| 5Y | +34.9% | +49.2% | -14.3% | +22.9% |
| All | +136.2% | +207.5% | -71.3% | +92.7% |
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