+136.2%
CMS vs PTC
+313.0%
-176.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +5.3% | +1.2% | +4.1% | +5.2% |
| 3M | -0.3% | +32.6% | -32.9% | -3.0% |
| 6M | -4.0% | +36.1% | -40.1% | -7.0% |
| YTD | +2.1% | +12.7% | -10.5% | +0.6% |
| 1Y | -4.7% | +10.2% | -14.9% | -6.0% |
| 3Y | +36.8% | +29.4% | +7.4% | +31.4% |
| 5Y | +34.9% | +61.1% | -26.2% | +25.3% |
| All | +136.2% | +313.0% | -176.8% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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