+154.1%
CMI vs PAAS
+247.3%
-93.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | -12.5% | -0.1% | -12.4% | -12.7% |
| 3M | -16.2% | +8.2% | -24.5% | -17.8% |
| 6M | +4.9% | -13.8% | +18.6% | +6.1% |
| YTD | +11.1% | -0.6% | +11.8% | +10.1% |
| 1Y | +43.4% | +44.0% | -0.6% | +35.1% |
| 3Y | +154.1% | +246.6% | -92.5% | +103.1% |
| All | +154.1% | +247.3% | -93.2% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling