+115.8%
CMS vs PSA
+100.1%
+15.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -3.2% | -8.2% | +5.0% | +0.6% |
| 3M | -2.2% | -2.1% | -0.1% | -1.4% |
| 6M | -9.4% | -0.2% | -9.2% | -9.7% |
| YTD | +0.7% | +18.5% | -17.8% | -7.5% |
| 1Y | +0.4% | +6.6% | -6.2% | -3.4% |
| 3Y | +35.2% | +24.5% | +10.7% | +18.2% |
| 5Y | +24.1% | +13.6% | +10.5% | +10.8% |
| 10Y | +115.8% | +102.0% | +13.8% | +39.1% |
| All | +115.8% | +100.1% | +15.7% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling