+136.0%
CMS vs PTC
+317.3%
-181.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +6.6% | +0.9% | +5.7% | +6.5% |
| 3M | +0.8% | +30.4% | -29.6% | -1.7% |
| 6M | -3.3% | +34.4% | -37.7% | -6.2% |
| YTD | +2.7% | +12.6% | -9.9% | +1.2% |
| 1Y | -4.0% | +10.2% | -14.2% | -5.3% |
| 3Y | +37.6% | +29.4% | +8.2% | +32.2% |
| 5Y | +35.4% | +63.7% | -28.3% | +25.7% |
| 10Y | +136.0% | +316.9% | -180.9% | +92.3% |
| All | +136.0% | +317.3% | -181.3% | +92.3% |
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