+15.5%
PH vs CMS
-0.8%
+16.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +0.3% | +7.4% | -7.1% | -0.4% |
| 3M | -8.8% | +1.9% | -10.7% | -8.7% |
| 6M | +10.0% | -2.3% | +12.4% | +10.1% |
| YTD | +10.5% | +3.0% | +7.5% | +9.0% |
| 1Y | +15.5% | -2.8% | +18.3% | +16.2% |
| All | +15.5% | -0.8% | +16.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling