+136.0%
CMS vs PAAS
+183.5%
-47.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -1.1% | -5.2% | +4.1% | -0.8% |
| 30D | +6.6% | -13.9% | +20.5% | +7.6% |
| 3M | +0.8% | -23.8% | +24.6% | +2.5% |
| 6M | -3.3% | -36.4% | +33.1% | -0.6% |
| YTD | +2.7% | -23.4% | +26.1% | +3.4% |
| 1Y | -4.0% | +5.6% | -9.7% | -6.1% |
| 3Y | +37.6% | +209.7% | -172.1% | +20.1% |
| 5Y | +35.4% | +55.6% | -20.1% | +23.1% |
| 10Y | +136.0% | +212.2% | -76.2% | +91.8% |
| All | +136.0% | +183.5% | -47.5% | +91.8% |
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