+695.9%
PH vs CMS
+140.2%
+555.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | +4.3% | +1.7% | +2.6% | +3.6% |
| 30D | +0.1% | +6.2% | -6.0% | -2.4% |
| 3M | -9.4% | +0.6% | -10.0% | -9.8% |
| 6M | +8.8% | -1.8% | +10.5% | +9.0% |
| YTD | +9.6% | +3.8% | +5.8% | +7.0% |
| 1Y | +14.4% | -1.8% | +16.2% | +14.3% |
| 3Y | +134.5% | +39.8% | +94.7% | +96.5% |
| 5Y | +204.4% | +37.1% | +167.3% | +152.4% |
| All | +695.9% | +140.2% | +555.6% | +554.3% |
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