+29.7%
PM vs CMS
-0.8%
+30.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -6.6% | +0.5% | -7.1% | -6.9% |
| 30D | -3.4% | +7.4% | -10.9% | -7.1% |
| 3M | +5.3% | +1.9% | +3.5% | +4.3% |
| 6M | +15.5% | -2.3% | +17.9% | +17.3% |
| YTD | +24.3% | +3.0% | +21.3% | +24.3% |
| 1Y | +29.7% | -2.8% | +32.5% | +32.1% |
| All | +29.7% | -0.8% | +30.5% | +32.1% |
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