+17.4%
PM vs CMS
-1.9%
+19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +0.4% | -5.2% | -5.1% |
| 30D | -3.4% | -3.6% | +0.2% | -1.5% |
| 3M | +5.2% | -1.9% | +7.1% | +6.5% |
| 6M | +3.7% | -11.0% | +14.7% | +9.6% |
| YTD | +15.8% | +0.2% | +15.6% | +16.5% |
| 1Y | +17.4% | -1.3% | +18.7% | +20.2% |
| All | +17.4% | -1.9% | +19.2% | +20.2% |
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