+132.3%
CMS vs PSA
+140.2%
-7.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.6% |
| 30D | +7.1% | +16.7% | -9.6% | -0.3% |
| 3M | -1.3% | +4.0% | -5.3% | -3.2% |
| 6M | -2.7% | +10.9% | -13.5% | -7.4% |
| YTD | +2.6% | +34.2% | -31.6% | -11.1% |
| 1Y | -2.0% | +26.6% | -28.7% | -12.9% |
| 3Y | +39.6% | +54.7% | -15.1% | +10.1% |
| 5Y | +35.3% | +30.0% | +5.3% | +13.5% |
| 10Y | +132.3% | +132.7% | -0.3% | +38.5% |
| All | +132.3% | +140.2% | -7.9% | +38.5% |
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