+644.6%
CMS vs PTEN
+1,889.0%
-1,244.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.6% | +31.2% | -34.8% | -5.7% |
| 3M | -1.9% | +2.0% | -3.9% | -2.5% |
| 6M | -11.0% | +42.4% | -53.4% | -14.0% |
| YTD | +0.2% | +109.2% | -109.0% | -6.2% |
| 1Y | -1.3% | +122.3% | -123.6% | -8.4% |
| 3Y | +35.9% | -5.6% | +41.5% | +32.5% |
| 5Y | +23.1% | +86.5% | -63.4% | +10.1% |
| 10Y | +117.9% | -22.1% | +140.0% | +87.9% |
| All | +644.6% | +1,889.0% | -1,244.3% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling