+470.5%
CMS vs PNR
+4,167.9%
-3,697.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -1.3% | -2.3% | +1.1% | -0.8% |
| 30D | +5.3% | +29.3% | -24.0% | -0.1% |
| 3M | -0.3% | +4.1% | -4.4% | -1.5% |
| 6M | -4.0% | -8.6% | +4.6% | -3.1% |
| YTD | +2.1% | -33.6% | +35.7% | +9.2% |
| 1Y | -4.7% | -36.4% | +31.6% | +2.7% |
| 3Y | +36.8% | +15.1% | +21.7% | +29.3% |
| 5Y | +34.9% | -3.8% | +38.6% | +30.1% |
| 10Y | +134.7% | +99.7% | +35.0% | +89.1% |
| All | +470.5% | +4,167.9% | -3,697.4% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling