+370.1%
PSX vs CMS
+117.1%
+253.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | +27.8% | -3.2% | +30.9% | +29.0% |
| 3M | +42.0% | -2.2% | +44.2% | +42.7% |
| 6M | +58.1% | -9.4% | +67.5% | +62.4% |
| YTD | +105.0% | +0.7% | +104.3% | +103.2% |
| 1Y | +104.9% | +0.4% | +104.6% | +102.8% |
| 3Y | +134.1% | +35.2% | +98.9% | +106.7% |
| 5Y | +363.8% | +24.1% | +339.7% | +315.8% |
| 10Y | +370.1% | +115.8% | +254.3% | +286.6% |
| All | +370.1% | +117.1% | +253.0% | +286.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling