+25.9%
CMS vs PSKY
-70.3%
+96.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -3.6% | +24.0% | -27.6% | -4.6% |
| 3M | -1.9% | +2.2% | -4.1% | -2.1% |
| 6M | -11.0% | -9.0% | -2.0% | -10.7% |
| YTD | +0.2% | -18.1% | +18.3% | +0.9% |
| 1Y | -1.3% | -25.1% | +23.8% | -0.4% |
| 3Y | +35.9% | -16.3% | +52.3% | +34.2% |
| All | +25.9% | -70.3% | +96.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling