+156.2%
CMI vs PCOR
-12.2%
+168.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.4% |
| 7D | -0.7% | -9.0% | +8.2% | +0.6% |
| 30D | -13.4% | +4.2% | -17.6% | -14.2% |
| 3M | -17.0% | +14.4% | -31.4% | -18.8% |
| 6M | -1.6% | +0.2% | -1.8% | -2.5% |
| YTD | +11.0% | -20.3% | +31.2% | +16.5% |
| 1Y | +41.9% | -16.1% | +58.0% | +46.1% |
| All | +156.2% | -12.2% | +168.4% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling