+1,067.6%
PSX vs CMS
+407.4%
+660.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -13.1% | -1.3% | -11.8% | -12.8% |
| 30D | -9.5% | +6.3% | -15.9% | -11.4% |
| 3M | +20.2% | -2.1% | +22.2% | +20.8% |
| 6M | +44.9% | -5.1% | +50.0% | +46.7% |
| YTD | +94.4% | +1.3% | +93.2% | +92.2% |
| 1Y | +83.1% | -1.4% | +84.5% | +82.4% |
| 3Y | +132.2% | +36.9% | +95.2% | +104.1% |
| 5Y | +278.8% | +32.5% | +246.3% | +230.5% |
| 10Y | +354.2% | +126.8% | +227.4% | +230.8% |
| All | +1,067.6% | +407.4% | +660.1% | +505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling