+99.0%
CMI vs PCOR
-10.3%
+109.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -10.0% | +22.7% | -32.7% | -12.8% |
| 30D | -13.0% | +37.5% | -50.5% | -17.1% |
| 3M | -29.9% | +35.2% | -65.0% | -33.3% |
| 6M | -36.7% | +42.2% | -78.9% | -40.6% |
| YTD | -10.9% | +3.6% | -14.5% | -12.3% |
| 1Y | -1.3% | -4.8% | +3.4% | -1.2% |
| 3Y | +117.4% | +48.3% | +69.0% | +97.8% |
| 5Y | +112.9% | -20.1% | +133.0% | +97.5% |
| All | +99.0% | -10.3% | +109.4% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling