+143.9%
PM vs CMS
+35.4%
+108.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.7% |
| 7D | -5.2% | -1.3% | -3.9% | -4.6% |
| 30D | +2.7% | +6.3% | -3.6% | -0.5% |
| 3M | +5.2% | -2.1% | +7.3% | +6.3% |
| 6M | +17.0% | -5.1% | +22.1% | +20.2% |
| YTD | +25.5% | +1.3% | +24.2% | +24.6% |
| 1Y | +35.5% | -1.4% | +36.9% | +36.3% |
| 3Y | +143.9% | +36.9% | +107.0% | +114.2% |
| All | +143.9% | +35.4% | +108.5% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling