+210.9%
PM vs CMS
+118.9%
+92.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +4.7% | -1.9% | +6.6% | +5.6% |
| 30D | +2.6% | -4.1% | +6.7% | +4.6% |
| 3M | +6.6% | -7.1% | +13.6% | +10.3% |
| 6M | +16.5% | -10.1% | +26.5% | +22.3% |
| YTD | +21.2% | -1.7% | +22.9% | +22.0% |
| 1Y | +17.9% | -3.4% | +21.3% | +19.6% |
| 3Y | +129.8% | +31.6% | +98.3% | +100.6% |
| 5Y | +133.0% | +23.3% | +109.7% | +106.5% |
| All | +210.9% | +118.9% | +92.1% | +109.0% |
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