+0.4%
CMS vs PSA
+6.5%
-6.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.5% |
| 3M | -2.2% | -2.1% | -0.1% | -1.4% |
| 6M | -9.4% | -0.2% | -9.2% | -9.5% |
| YTD | +0.7% | +18.5% | -17.8% | -3.2% |
| 1Y | +0.4% | +6.6% | -6.2% | -1.2% |
| All | +0.4% | +6.5% | -6.2% | -1.2% |
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