+127.6%
CMS vs PSKY
-84.8%
+212.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.5% | +2.9% |
| 7D | +4.9% | -24.6% | +29.5% | +6.3% |
| 30D | +2.8% | -36.1% | +39.0% | +5.1% |
| 3M | -4.0% | -53.4% | +49.4% | -1.1% |
| 6M | -4.0% | -53.4% | +49.4% | -1.1% |
| YTD | -4.0% | -53.4% | +49.4% | -1.1% |
| 1Y | -5.2% | -58.4% | +53.1% | -1.6% |
| 3Y | +39.2% | -40.7% | +79.9% | +37.7% |
| 5Y | +33.1% | -80.0% | +113.1% | +40.3% |
| All | +127.6% | -84.8% | +212.4% | +89.7% |
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