+852.8%
PM vs CMS
+883.1%
-30.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -3.4% | +1.7% | -5.0% | -4.1% |
| 30D | +5.8% | +8.6% | -2.8% | +1.7% |
| 3M | +6.7% | -0.5% | +7.1% | +6.8% |
| 6M | +19.9% | -4.2% | +24.1% | +22.3% |
| YTD | +27.8% | +3.4% | +24.3% | +25.4% |
| 1Y | +39.4% | +0.4% | +39.0% | +38.7% |
| 3Y | +146.9% | +38.2% | +108.7% | +109.4% |
| 5Y | +166.6% | +35.4% | +131.2% | +124.4% |
| 10Y | +242.1% | +131.7% | +110.4% | +114.9% |
| All | +852.8% | +883.1% | -30.2% | +168.2% |
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 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