+503.2%
CMI vs PAAS
+230.4%
+272.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.7% | -1.9% | +1.2% | -0.5% |
| 30D | -12.4% | -3.6% | -8.8% | -12.2% |
| 3M | -14.8% | +8.6% | -23.3% | -15.8% |
| 6M | +0.8% | -16.7% | +17.5% | +2.0% |
| YTD | +10.2% | -1.9% | +12.1% | +9.7% |
| 1Y | +37.4% | +38.0% | -0.6% | +32.3% |
| 3Y | +153.3% | +234.9% | -81.6% | +122.0% |
| 5Y | +167.6% | +119.5% | +48.1% | +138.2% |
| All | +503.2% | +230.4% | +272.8% | +415.7% |
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