+503.8%
CMI vs PR
+101.2%
+402.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | -12.5% | +17.4% | -29.9% | -13.7% |
| 3M | -16.2% | +21.8% | -38.0% | -17.7% |
| 6M | +4.9% | +27.6% | -22.7% | +2.3% |
| YTD | +11.1% | +71.4% | -60.3% | +5.8% |
| 1Y | +43.4% | +78.3% | -35.0% | +35.8% |
| 3Y | +154.1% | +85.5% | +68.6% | +138.8% |
| 5Y | +169.5% | +422.7% | -253.2% | +133.7% |
| 10Y | +503.8% | +87.1% | +416.7% | +501.9% |
| All | +503.8% | +101.2% | +402.6% | +501.9% |
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