+642.9%
CMS vs PAAS
+1,235.6%
-592.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | -3.6% | +6.8% | -10.4% | -4.1% |
| 3M | -1.9% | -2.9% | +1.0% | -2.0% |
| 6M | -11.0% | -16.4% | +5.5% | -10.4% |
| YTD | +0.2% | 0.0% | +0.2% | -0.6% |
| 1Y | -1.3% | +54.3% | -55.6% | -5.1% |
| 3Y | +35.9% | +230.7% | -194.7% | +22.9% |
| 5Y | +23.1% | +111.6% | -88.6% | +13.1% |
| 10Y | +117.9% | +211.7% | -93.8% | +88.9% |
| All | +642.9% | +1,235.6% | -592.8% | +487.8% |
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