+763.1%
PM vs CMS
+852.2%
-89.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +0.4% | -5.2% | -5.0% |
| 30D | -3.4% | -3.6% | +0.2% | -1.7% |
| 3M | +5.2% | -1.9% | +7.1% | +6.2% |
| 6M | +3.7% | -11.0% | +14.7% | +9.6% |
| YTD | +15.8% | +0.2% | +15.6% | +15.5% |
| 1Y | +17.4% | -1.3% | +18.7% | +17.8% |
| 3Y | +116.9% | +35.9% | +81.0% | +85.2% |
| 5Y | +117.3% | +23.1% | +94.2% | +91.6% |
| 10Y | +193.8% | +117.9% | +75.8% | +90.2% |
| All | +763.1% | +852.2% | -89.0% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling