+32.6%
CMS vs PSKY
-78.3%
+110.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.5% | +2.0% |
| 7D | +4.9% | -24.6% | +29.5% | +1.9% |
| 30D | +2.8% | -36.1% | +39.0% | -2.2% |
| 3M | +35.2% | -38.5% | +73.6% | +30.9% |
| 6M | +35.2% | -38.5% | +73.6% | +30.9% |
| YTD | +35.2% | -38.5% | +73.6% | +30.9% |
| 1Y | +35.2% | -38.5% | +73.6% | +30.9% |
| 3Y | +39.2% | -40.7% | +79.9% | +34.8% |
| All | +32.6% | -78.3% | +110.9% | +38.6% |
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