+121.7%
CMS vs PR
+66.0%
+55.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -1.3% | -16.4% | +15.1% | -1.7% |
| 30D | +6.3% | -1.9% | +8.2% | +6.3% |
| 3M | -2.1% | +8.0% | -10.0% | -1.9% |
| 6M | -5.1% | +4.1% | -9.2% | -4.9% |
| YTD | +1.3% | +58.7% | -57.4% | +2.3% |
| 1Y | -1.4% | +75.8% | -77.2% | -0.1% |
| 3Y | +36.9% | +73.2% | -36.2% | +39.0% |
| 5Y | +32.5% | +230.1% | -197.6% | +37.7% |
| All | +121.7% | +66.0% | +55.7% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling