+35.2%
CMS vs PNR
-11.7%
+46.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | +1.2% | -3.0% | +4.2% | +1.6% |
| 30D | -3.2% | -14.9% | +11.8% | -1.3% |
| 3M | -2.2% | -19.0% | +16.8% | +0.1% |
| 6M | -9.4% | -35.9% | +26.5% | -4.9% |
| YTD | +0.7% | -43.1% | +43.8% | +7.0% |
| 1Y | +0.4% | -46.4% | +46.7% | +7.5% |
| 3Y | +35.2% | -10.8% | +46.0% | +30.8% |
| All | +35.2% | -11.7% | +46.9% | +30.8% |
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