+343.0%
PSX vs CMS
+138.3%
+204.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -9.9% | +7.4% | -17.3% | -11.9% |
| 3M | +16.9% | +1.9% | +15.1% | +16.2% |
| 6M | +48.0% | -2.3% | +50.3% | +48.5% |
| YTD | +98.3% | +3.0% | +95.4% | +95.0% |
| 1Y | +86.2% | -2.8% | +89.0% | +86.5% |
| 3Y | +144.0% | +37.9% | +106.1% | +114.1% |
| 5Y | +287.7% | +34.0% | +253.8% | +236.9% |
| All | +343.0% | +138.3% | +204.7% | +267.7% |
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