+35.4%
CMS vs PAAS
+75.8%
-40.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | -0.5% | -15.6% | +15.1% | +0.3% |
| 6M | -4.2% | -19.1% | +15.0% | -3.4% |
| YTD | +3.4% | -20.9% | +24.4% | +3.7% |
| 1Y | +0.4% | +21.3% | -20.9% | -3.3% |
| 3Y | +38.2% | +177.4% | -139.2% | +17.9% |
| 5Y | +35.4% | +71.3% | -35.9% | +16.0% |
| All | +35.4% | +75.8% | -40.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling