+115.8%
CMS vs PSKY
-74.5%
+190.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | +1.2% | +2.4% | -1.1% | +1.1% |
| 30D | -3.2% | +17.5% | -20.7% | -4.2% |
| 3M | -2.2% | +4.4% | -6.7% | -2.6% |
| 6M | -9.4% | -9.0% | -0.4% | -9.1% |
| YTD | +0.7% | -18.6% | +19.3% | +1.6% |
| 1Y | +0.4% | -27.7% | +28.1% | +1.7% |
| 3Y | +35.2% | -16.9% | +52.0% | +32.9% |
| 5Y | +24.1% | -70.3% | +94.4% | +29.5% |
| 10Y | +115.8% | -74.9% | +190.7% | +84.4% |
| All | +115.8% | -74.5% | +190.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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