+165.0%
CMI vs PNR
-21.7%
+186.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -6.0% | +5.3% | +2.2% |
| 30D | -12.4% | -14.0% | +1.6% | -6.1% |
| 3M | -14.8% | -21.7% | +6.9% | -5.7% |
| 6M | +0.8% | -37.3% | +38.1% | +24.7% |
| YTD | +10.2% | -45.1% | +55.3% | +45.1% |
| 1Y | +37.4% | -49.1% | +86.6% | +88.1% |
| 3Y | +153.3% | -14.8% | +168.1% | +166.7% |
| All | +165.0% | -21.7% | +186.7% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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