+132.3%
CMS vs PTC
+326.2%
-193.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | +7.1% | +0.7% | +6.3% | +7.0% |
| 3M | -1.3% | +32.6% | -33.9% | -3.9% |
| 6M | -2.7% | +33.6% | -36.2% | -5.5% |
| YTD | +2.6% | +12.4% | -9.8% | +1.1% |
| 1Y | -2.0% | +11.2% | -13.2% | -3.4% |
| 3Y | +39.6% | +31.7% | +7.9% | +33.9% |
| 5Y | +35.3% | +60.1% | -24.7% | +25.9% |
| 10Y | +132.3% | +317.2% | -184.9% | +89.3% |
| All | +132.3% | +326.2% | -193.8% | +89.3% |
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