+25.9%
CMS vs PTC
+6.0%
+19.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.2% |
| 7D | +0.4% | -10.3% | +10.6% | +1.0% |
| 30D | -3.6% | +1.1% | -4.7% | -3.8% |
| 3M | -1.9% | +1.6% | -3.5% | -2.2% |
| 6M | -11.0% | -13.5% | +2.5% | -10.2% |
| YTD | +0.2% | -19.1% | +19.3% | +1.6% |
| 1Y | -1.3% | -33.9% | +32.6% | +1.7% |
| 3Y | +35.9% | -3.9% | +39.8% | +33.5% |
| All | +25.9% | +6.0% | +19.8% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling