+465.5%
CMS vs PSA
+16,026.4%
-15,560.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.3% | +3.9% | -5.2% | -2.4% |
| 30D | +6.3% | +19.7% | -13.4% | +1.0% |
| 3M | -2.1% | +4.3% | -6.3% | -3.3% |
| 6M | -5.1% | +11.4% | -16.5% | -8.1% |
| YTD | +1.3% | +33.9% | -32.7% | -7.1% |
| 1Y | -1.4% | +28.3% | -29.7% | -8.5% |
| 3Y | +36.9% | +53.5% | -16.5% | +19.8% |
| 5Y | +32.5% | +30.6% | +1.9% | +20.3% |
| 10Y | +126.8% | +145.8% | -19.0% | +72.8% |
| All | +465.5% | +16,026.4% | -15,560.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling