+95.5%
PSX vs CMS
-2.7%
+98.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +7.8% | +1.7% | +6.1% | +7.8% |
| 30D | -10.9% | +6.2% | -17.1% | -10.7% |
| 3M | +14.5% | +0.6% | +13.9% | +14.0% |
| 6M | +56.1% | -1.8% | +57.9% | +55.3% |
| YTD | +109.6% | +3.8% | +105.7% | +108.0% |
| 1Y | +95.5% | -1.8% | +97.3% | +92.4% |
| All | +95.5% | -2.7% | +98.2% | +92.4% |
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