+164.4%
CMI vs PH
+243.6%
-79.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.2% |
| 7D | +0.8% | -3.1% | +4.0% | +2.9% |
| 30D | -12.8% | -11.8% | -1.0% | -5.6% |
| 3M | -12.4% | +6.9% | -19.4% | -16.2% |
| 6M | -0.9% | -1.3% | +0.4% | -0.3% |
| YTD | +8.9% | +7.0% | +1.9% | +4.3% |
| 1Y | +37.7% | +23.1% | +14.6% | +21.2% |
| 3Y | +148.9% | +135.4% | +13.5% | +46.1% |
| 5Y | +164.4% | +250.3% | -86.0% | +14.4% |
| All | +164.4% | +243.6% | -79.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling