+545.8%
PBR vs CMS
+137.8%
+408.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -9.1% | -1.1% | -8.0% | -8.7% |
| 30D | -29.9% | +6.6% | -36.5% | -31.6% |
| 3M | +2.3% | +0.8% | +1.5% | +1.8% |
| 6M | -10.9% | -3.3% | -7.6% | -10.3% |
| YTD | +56.9% | +2.7% | +54.2% | +54.2% |
| 1Y | +38.0% | -4.0% | +42.0% | +39.2% |
| 3Y | +64.8% | +37.6% | +27.2% | +42.6% |
| 5Y | +447.1% | +35.4% | +411.7% | +365.7% |
| 10Y | +545.8% | +136.0% | +409.8% | +507.5% |
| All | +545.8% | +137.8% | +408.0% | +507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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