+36.9%
CMS vs PAAS
+182.2%
-145.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -1.3% | +8.4% | -9.7% | -1.6% |
| 30D | +6.3% | -7.2% | +13.5% | +6.5% |
| 3M | -2.1% | -14.0% | +12.0% | -1.7% |
| 6M | -5.1% | -26.8% | +21.7% | -4.1% |
| YTD | +1.3% | -19.8% | +21.0% | +1.3% |
| 1Y | -1.4% | +22.8% | -24.2% | -4.1% |
| 3Y | +36.9% | +183.6% | -146.7% | +17.2% |
| All | +36.9% | +182.2% | -145.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling