-1.4%
CMS vs PAAS
+21.8%
-23.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.1% |
| 7D | -1.3% | +8.4% | -9.7% | -1.2% |
| 30D | +6.3% | -7.2% | +13.5% | +6.2% |
| 3M | -2.1% | -14.0% | +12.0% | -2.2% |
| 6M | -5.1% | -26.8% | +21.7% | -4.9% |
| YTD | +1.3% | -19.8% | +21.0% | +1.2% |
| 1Y | -1.4% | +22.8% | -24.2% | -3.3% |
| All | -1.4% | +21.8% | -23.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling