+37.9%
CMS vs PNR
+18.2%
+19.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +7.4% | +33.4% | -25.9% | +3.8% |
| 3M | +1.9% | +4.9% | -3.0% | +1.2% |
| 6M | -2.3% | -8.5% | +6.2% | -1.7% |
| YTD | +3.0% | -32.1% | +35.1% | +6.9% |
| 1Y | -2.8% | -35.0% | +32.2% | +1.5% |
| 3Y | +37.9% | +17.6% | +20.3% | +19.5% |
| All | +37.9% | +18.2% | +19.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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