+1,573.8%
PBR vs CMS
+465.7%
+1,108.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | +12.8% | -3.6% | +16.4% | +14.5% |
| 3M | +14.7% | -1.9% | +16.6% | +15.2% |
| 6M | +25.2% | -11.0% | +36.1% | +31.3% |
| YTD | +77.1% | +0.2% | +76.9% | +75.8% |
| 1Y | +69.6% | -1.3% | +70.9% | +69.2% |
| 3Y | +95.6% | +35.9% | +59.6% | +66.0% |
| 5Y | +501.8% | +23.1% | +478.7% | +422.0% |
| 10Y | +640.6% | +117.9% | +522.7% | +382.2% |
| All | +1,573.8% | +465.7% | +1,108.1% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling