+0.4%
CMS vs PTEN
+79.8%
-79.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.8% | +0.9% |
| 7D | +4.1% | -15.5% | +19.5% | +3.3% |
| 30D | +10.9% | -7.8% | +18.6% | +10.5% |
| 3M | -0.2% | +6.4% | -6.6% | +0.1% |
| 6M | -4.7% | -11.9% | +7.1% | -4.9% |
| YTD | +3.9% | +79.4% | -75.5% | +2.7% |
| 1Y | +0.4% | +84.9% | -84.6% | -0.6% |
| All | +0.4% | +79.8% | -79.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 1y: compounded portfolio wealth divided by compounded PTEN 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…
1y analysis · Full analysis span regression · 6 months rolling