+119.9%
CMI vs PAAS
+58.4%
+61.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -1.8% | -5.2% | +3.4% | -1.1% |
| 30D | -12.2% | -13.9% | +1.7% | -10.4% |
| 3M | -26.5% | -23.8% | -2.8% | -24.0% |
| 6M | -33.6% | -36.4% | +2.8% | -29.8% |
| YTD | -8.3% | -23.4% | +15.0% | -5.8% |
| 1Y | -1.3% | +5.6% | -6.9% | -2.3% |
| 3Y | +124.8% | +209.7% | -84.9% | +92.9% |
| 5Y | +119.9% | +55.6% | +64.3% | +94.4% |
| All | +119.9% | +58.4% | +61.4% | +94.4% |
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