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  • CMS vs PL✓SelectedUSD · PLCMS vs PL performance historyLatest closeAs of-0.19%09/04
Stock and ETF performance explorer

CMS vs PL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+26.8%
PL return
+84.9%
Excess return
-58.1%
Maximum drawdown
-28.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPLExcessAlpha
1D-0.2%-1.3%+1.1%-0.2%
7D+0.4%-9.3%+9.7%+0.4%
30D-3.6%-18.9%+15.3%-3.5%
3M-1.9%-58.4%+56.5%-1.5%
6M-11.0%-30.3%+19.3%-11.0%
YTD+0.2%-8.1%+8.3%-0.2%
1Y-1.3%+180.5%-181.8%-3.2%
3Y+35.9%+444.1%-408.2%+28.9%
5Y+23.1%+83.0%-59.9%+20.4%
All+26.8%+84.9%-58.1%+24.2%

Cumulative growth

Daily Returns

Daily percentage return beside PL.

Daily Out/Under-Performance

Portfolio return minus PL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PL 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 PL 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