+148.3%
CMI vs PCOR
-33.1%
+181.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +1.9% | -6.9% | +8.8% | +2.9% |
| 30D | -12.5% | -1.5% | -11.0% | -12.5% |
| 3M | -16.2% | +18.5% | -34.7% | -18.9% |
| 6M | +4.9% | -4.7% | +9.5% | +4.2% |
| YTD | +11.1% | -22.8% | +33.9% | +14.6% |
| 1Y | +43.4% | -20.7% | +64.1% | +46.6% |
| 3Y | +154.1% | -14.6% | +168.6% | +150.6% |
| 5Y | +169.5% | -40.7% | +210.2% | +161.1% |
| All | +148.3% | -33.1% | +181.5% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling