+34.7%
CMS vs PTC
+55.9%
-21.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +6.3% | +0.8% | +5.6% | +6.3% |
| 3M | -2.1% | +32.1% | -34.2% | -3.7% |
| 6M | -5.1% | +42.6% | -47.7% | -7.4% |
| YTD | +1.3% | +12.0% | -10.7% | +0.7% |
| 1Y | -1.4% | +12.2% | -13.5% | -2.0% |
| 3Y | +36.9% | +31.2% | +5.7% | +31.9% |
| All | +34.7% | +55.9% | -21.3% | +25.8% |
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