+133.4%
CMS vs PR
+160.5%
-27.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.3% |
| 7D | +4.1% | -12.1% | +16.2% | +3.8% |
| 30D | +10.9% | +0.9% | +10.0% | +10.9% |
| 3M | -0.2% | +10.1% | -10.4% | 0.0% |
| 6M | -4.7% | +1.1% | -5.8% | -4.6% |
| YTD | +3.9% | +63.7% | -59.8% | +5.0% |
| 1Y | +0.4% | +87.0% | -86.7% | +1.8% |
| 3Y | +38.8% | +70.7% | -31.9% | +40.8% |
| 5Y | +37.1% | +246.8% | -209.7% | +42.6% |
| 10Y | +132.7% | +72.6% | +60.1% | +164.1% |
| All | +133.4% | +160.5% | -27.0% | +152.3% |
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