+39.9%
CMS vs PAAS
+178.1%
-138.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +8.6% | -11.6% | +20.3% | +9.0% |
| 3M | -0.5% | -15.6% | +15.1% | 0.0% |
| 6M | -4.2% | -19.1% | +15.0% | -3.7% |
| YTD | +3.4% | -20.9% | +24.4% | +3.5% |
| 1Y | +0.4% | +21.3% | -20.9% | -2.3% |
| All | +39.9% | +178.1% | -138.2% | +19.8% |
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 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