+165.0%
CMI vs PBR
+552.2%
-387.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.3% |
| 7D | -0.7% | +5.4% | -6.1% | -1.5% |
| 30D | -12.4% | +22.9% | -35.3% | -15.2% |
| 3M | -14.8% | +19.6% | -34.4% | -17.3% |
| 6M | +0.8% | +16.5% | -15.7% | -2.4% |
| YTD | +10.2% | +86.7% | -76.5% | -2.3% |
| 1Y | +37.4% | +74.7% | -37.3% | +23.1% |
| 3Y | +153.3% | +102.6% | +50.7% | +118.4% |
| All | +165.0% | +552.2% | -387.2% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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