+335.6%
CMI vs PAAS
+207.5%
+128.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | +1.5% | -7.0% | +8.6% | +2.3% |
| 30D | -14.0% | -15.3% | +1.3% | -12.5% |
| 3M | -28.3% | -27.7% | -0.6% | -26.0% |
| 6M | -34.9% | -40.5% | +5.5% | -31.6% |
| YTD | -9.9% | -26.5% | +16.6% | -7.6% |
| 1Y | -3.6% | -0.8% | -2.9% | -4.0% |
| 3Y | +120.9% | +196.9% | -76.0% | +96.7% |
| 5Y | +116.1% | +49.2% | +66.9% | +99.4% |
| All | +335.6% | +207.5% | +128.2% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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