+324.8%
CMI vs PR
+65.1%
+259.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.7% |
| 7D | -9.3% | -9.5% | +0.2% | -8.5% |
| 30D | -13.2% | -5.7% | -7.5% | -12.8% |
| 3M | -28.2% | +3.0% | -31.2% | -28.4% |
| 6M | -32.7% | +11.8% | -44.5% | -33.5% |
| YTD | -10.1% | +58.5% | -68.6% | -14.0% |
| 1Y | -4.9% | +69.9% | -74.7% | -9.5% |
| 3Y | +120.4% | +84.9% | +35.4% | +107.4% |
| 5Y | +114.3% | +246.4% | -132.2% | +90.5% |
| 10Y | +324.8% | +70.3% | +254.5% | +325.7% |
| All | +324.8% | +65.1% | +259.7% | +325.7% |
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