+125.1%
CMS vs PR
+169.5%
-44.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | +0.4% |
| 30D | -3.6% | +18.0% | -21.6% | -3.3% |
| 3M | -1.9% | +16.9% | -18.8% | -1.6% |
| 6M | -11.0% | +28.2% | -39.2% | -10.5% |
| YTD | +0.2% | +69.3% | -69.1% | +1.4% |
| 1Y | -1.3% | +69.5% | -70.8% | -0.1% |
| 3Y | +35.9% | +81.7% | -45.8% | +38.1% |
| 5Y | +23.1% | +422.2% | -399.2% | +29.6% |
| 10Y | +117.9% | +110.4% | +7.5% | +143.9% |
| All | +125.1% | +169.5% | -44.3% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling