+114.8%
CMI vs PR
+273.3%
-158.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +0.5% | +6.0% | -5.5% | -0.7% |
| 30D | -14.0% | -4.2% | -9.8% | -13.4% |
| 3M | -28.1% | +10.0% | -38.1% | -29.7% |
| 6M | -35.8% | +15.6% | -51.4% | -38.2% |
| YTD | -10.5% | +68.2% | -78.7% | -21.1% |
| 1Y | -1.9% | +79.2% | -81.1% | -14.7% |
| 3Y | +121.0% | +94.9% | +26.1% | +86.1% |
| All | +114.8% | +273.3% | -158.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling