+138.1%
CMS vs PTC
+315.4%
-177.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.4% |
| 30D | +7.4% | +1.1% | +6.3% | +7.3% |
| 3M | +1.9% | +30.1% | -28.3% | -0.7% |
| 6M | -2.3% | +34.0% | -36.4% | -5.2% |
| YTD | +3.0% | +12.8% | -9.9% | +1.4% |
| 1Y | -2.8% | +10.7% | -13.5% | -4.1% |
| 3Y | +37.9% | +29.6% | +8.3% | +32.5% |
| 5Y | +34.0% | +63.5% | -29.6% | +24.3% |
| 10Y | +138.1% | +316.7% | -178.6% | +94.0% |
| All | +138.1% | +315.4% | -177.2% | +94.0% |
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