+39.9%
CMS vs PR
+61.1%
-21.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.4% |
| 7D | +1.7% | -16.5% | +18.2% | +1.6% |
| 30D | +8.6% | -4.5% | +13.1% | +8.6% |
| 3M | -0.5% | +8.5% | -9.0% | -0.5% |
| 6M | -4.2% | -3.3% | -0.8% | -4.2% |
| YTD | +3.4% | +55.7% | -52.3% | +3.2% |
| 1Y | +0.4% | +82.0% | -81.6% | +0.2% |
| All | +39.9% | +61.1% | -21.3% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling