+469.6%
PBR vs CMS
+35.4%
+434.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -13.3% | +0.5% | -13.8% | -13.4% |
| 30D | -27.7% | +7.4% | -35.2% | -28.9% |
| 3M | +2.7% | +1.9% | +0.8% | +2.1% |
| 6M | -6.7% | -2.3% | -4.4% | -6.5% |
| YTD | +60.9% | +3.0% | +58.0% | +59.3% |
| 1Y | +46.6% | -2.8% | +49.4% | +47.0% |
| 3Y | +69.1% | +37.9% | +31.1% | +55.9% |
| 5Y | +469.6% | +34.0% | +435.7% | +438.1% |
| All | +469.6% | +35.4% | +434.2% | +438.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling