+11,706.1%
CMI vs PBR
+1,899.4%
+9,806.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -0.7% | +5.4% | -6.1% | -2.3% |
| 30D | -12.4% | +22.9% | -35.3% | -18.0% |
| 3M | -14.8% | +19.6% | -34.4% | -19.9% |
| 6M | +0.8% | +16.5% | -15.7% | -5.3% |
| YTD | +10.2% | +86.7% | -76.5% | -11.1% |
| 1Y | +37.4% | +74.7% | -37.3% | +12.8% |
| 3Y | +153.3% | +102.6% | +50.7% | +93.5% |
| 5Y | +167.6% | +566.6% | -399.0% | +30.4% |
| 10Y | +514.4% | +686.1% | -171.7% | +124.0% |
| All | +11,706.1% | +1,899.4% | +9,806.7% | +2,975.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling