+99.6%
PSX vs CMS
-1.9%
+101.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | +4.5% | +0.4% | +4.2% | +4.6% |
| 30D | +26.6% | -3.6% | +30.2% | +26.0% |
| 3M | +39.3% | -1.9% | +41.2% | +39.0% |
| 6M | +56.8% | -11.0% | +67.8% | +55.0% |
| YTD | +101.8% | +0.2% | +101.6% | +102.7% |
| 1Y | +99.6% | -1.3% | +100.9% | +99.5% |
| All | +99.6% | -1.9% | +101.5% | +99.5% |
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