+335.6%
CMI vs PR
+83.7%
+251.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | +1.5% | +6.7% | -5.2% | +1.0% |
| 30D | -14.0% | -6.1% | -7.8% | -13.6% |
| 3M | -28.3% | +6.9% | -35.2% | -28.8% |
| 6M | -34.9% | +14.6% | -49.5% | -35.8% |
| YTD | -9.9% | +66.1% | -76.0% | -14.1% |
| 1Y | -3.6% | +77.0% | -80.7% | -8.6% |
| 3Y | +120.9% | +93.8% | +27.1% | +107.2% |
| 5Y | +116.1% | +268.2% | -152.2% | +91.3% |
| All | +335.6% | +83.7% | +251.9% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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