+11.7%
CMI vs PH
+20.3%
-8.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -2.9% |
| 7D | -11.2% | -0.2% | -11.0% | -11.1% |
| 30D | -9.8% | -6.7% | -3.1% | -5.0% |
| 3M | -25.5% | -8.1% | -17.4% | -21.0% |
| 6M | -27.7% | +5.3% | -33.0% | -31.3% |
| YTD | -6.6% | +4.2% | -10.8% | -11.0% |
| 1Y | +11.7% | +19.3% | -7.7% | -2.3% |
| All | +11.7% | +20.3% | -8.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling