+277.8%
PSX vs CMS
+32.6%
+245.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -13.1% | -1.3% | -11.8% | -13.0% |
| 30D | -9.5% | +6.3% | -15.9% | -10.3% |
| 3M | +20.2% | -2.1% | +22.2% | +20.4% |
| 6M | +44.9% | -5.1% | +50.0% | +45.7% |
| YTD | +94.4% | +1.3% | +93.2% | +93.1% |
| 1Y | +83.1% | -1.4% | +84.5% | +82.5% |
| 3Y | +132.2% | +36.9% | +95.2% | +118.5% |
| All | +277.8% | +32.6% | +245.2% | +256.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling