+83.3%
PSX vs CMS
-2.6%
+85.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -7.8% | +0.5% | -8.3% | -7.8% |
| 30D | -9.9% | +7.4% | -17.3% | -9.7% |
| 3M | +16.9% | +1.9% | +15.1% | +16.7% |
| 6M | +48.0% | -2.3% | +50.3% | +47.2% |
| YTD | +98.3% | +3.0% | +95.4% | +97.3% |
| All | +83.3% | -2.6% | +85.9% | +79.5% |
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