+567.7%
PBR vs CMS
+26.5%
+541.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +2.5% | +1.2% | +1.2% | +2.2% |
| 30D | +19.4% | -3.2% | +22.5% | +20.1% |
| 3M | +20.8% | -2.2% | +23.0% | +21.1% |
| 6M | +23.5% | -9.4% | +32.9% | +25.9% |
| YTD | +83.4% | +0.7% | +82.7% | +82.6% |
| 1Y | +77.6% | +0.4% | +77.2% | +76.7% |
| 3Y | +99.9% | +35.2% | +64.7% | +86.4% |
| 5Y | +567.7% | +24.1% | +543.6% | +534.1% |
| All | +567.7% | +26.5% | +541.2% | +534.1% |
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