+0.4%
CMS vs PSA
+28.0%
-27.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.4% |
| 7D | +4.1% | +10.5% | -6.5% | +0.3% |
| 30D | +10.9% | +21.7% | -10.8% | +3.4% |
| 3M | -0.2% | +6.1% | -6.3% | -2.6% |
| 6M | -4.7% | +18.3% | -23.1% | -10.0% |
| YTD | +3.9% | +36.1% | -32.2% | -5.4% |
| 1Y | +0.4% | +29.3% | -29.0% | -7.3% |
| All | +0.4% | +28.0% | -27.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling