+652.3%
PBR vs CMS
+122.2%
+530.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +17.5% | -1.3% | +18.8% | +18.0% |
| 3M | +20.9% | -5.4% | +26.3% | +23.1% |
| 6M | +20.2% | -10.3% | +30.6% | +24.9% |
| YTD | +84.3% | -0.2% | +84.5% | +83.3% |
| 1Y | +77.1% | -0.9% | +78.0% | +76.4% |
| 3Y | +100.8% | +34.0% | +66.9% | +75.0% |
| 5Y | +556.1% | +23.6% | +532.6% | +479.6% |
| All | +652.3% | +122.2% | +530.1% | +495.9% |
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