+503.2%
CMI vs PGR
+825.1%
-321.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -12.4% | +4.9% | -17.3% | -13.8% |
| 3M | -14.8% | +7.6% | -22.4% | -17.7% |
| 6M | +0.8% | +8.3% | -7.5% | -3.2% |
| YTD | +10.2% | +1.7% | +8.5% | +7.6% |
| 1Y | +37.4% | -6.8% | +44.3% | +38.1% |
| 3Y | +153.3% | +73.4% | +79.8% | +93.5% |
| 5Y | +167.6% | +161.2% | +6.4% | +64.7% |
| All | +503.2% | +825.1% | -321.9% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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