+167.0%
CMI vs PAAS
+122.5%
+44.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.7% |
| 7D | +0.7% | +2.6% | -1.9% | +0.3% |
| 30D | -12.3% | +2.5% | -14.8% | -12.8% |
| 3M | -16.8% | +15.1% | -31.9% | -18.8% |
| 6M | +1.5% | -12.1% | +13.6% | +2.3% |
| YTD | +9.8% | +3.1% | +6.7% | +8.3% |
| 1Y | +42.6% | +50.8% | -8.3% | +34.4% |
| 3Y | +151.0% | +259.5% | -108.5% | +109.7% |
| 5Y | +167.0% | +126.3% | +40.7% | +125.2% |
| All | +167.0% | +122.5% | +44.5% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling