+666.9%
CMS vs PAAS
+955.7%
-288.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -0.5% | -15.6% | +15.1% | +0.3% |
| 6M | -4.2% | -19.1% | +15.0% | -3.5% |
| YTD | +3.4% | -20.9% | +24.4% | +3.9% |
| 1Y | +0.4% | +21.3% | -20.9% | -2.0% |
| 3Y | +38.2% | +177.4% | -139.2% | +26.2% |
| 5Y | +35.4% | +71.3% | -35.9% | +26.0% |
| 10Y | +131.7% | +181.5% | -49.8% | +102.1% |
| All | +666.9% | +955.7% | -288.8% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling