+11,216.9%
CMI vs PEGA
+1,209.2%
+10,007.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | -0.7% | +3.3% | -4.0% | -1.1% |
| 30D | -13.4% | +17.7% | -31.2% | -15.2% |
| 3M | -17.0% | +5.8% | -22.8% | -18.2% |
| 6M | -1.6% | -20.3% | +18.6% | -0.1% |
| YTD | +11.0% | -37.1% | +48.1% | +15.4% |
| 1Y | +41.9% | -30.2% | +72.1% | +45.2% |
| 3Y | +151.8% | +48.1% | +103.7% | +129.3% |
| 5Y | +163.6% | -46.8% | +210.4% | +163.6% |
| 10Y | +472.9% | +191.3% | +281.6% | +363.3% |
| All | +11,216.9% | +1,209.2% | +10,007.7% | +6,717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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