-4.9%
CMI vs PR
+67.7%
-72.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.6% |
| 7D | -9.3% | -9.5% | +0.2% | -9.4% |
| 30D | -13.2% | -5.7% | -7.5% | -13.1% |
| 3M | -28.2% | +3.0% | -31.2% | -27.6% |
| 6M | -32.7% | +11.8% | -44.5% | -31.5% |
| YTD | -10.1% | +58.5% | -68.6% | -14.1% |
| 1Y | -4.9% | +69.9% | -74.7% | -9.1% |
| All | -4.9% | +67.7% | -72.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling