+503.2%
CMI vs PH
+820.2%
-317.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | +0.1% |
| 30D | -12.4% | -11.0% | -1.4% | -6.0% |
| 3M | -14.8% | +5.5% | -20.3% | -17.6% |
| 6M | +0.8% | +1.5% | -0.7% | -0.2% |
| YTD | +10.2% | +8.8% | +1.4% | +4.7% |
| 1Y | +37.4% | +24.5% | +12.9% | +20.4% |
| 3Y | +153.3% | +141.2% | +12.1% | +46.0% |
| 5Y | +167.6% | +256.3% | -88.7% | +19.3% |
| All | +503.2% | +820.2% | -317.0% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling