+112.0%
CMI vs PR
+225.0%
-113.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -10.0% | -16.4% | +6.4% | -6.8% |
| 30D | -13.0% | -1.9% | -11.1% | -12.8% |
| 3M | -29.9% | +8.0% | -37.8% | -31.2% |
| 6M | -36.7% | +4.1% | -40.8% | -37.6% |
| YTD | -10.9% | +58.7% | -69.6% | -20.4% |
| 1Y | -1.3% | +75.8% | -77.2% | -14.0% |
| 3Y | +117.4% | +73.2% | +44.2% | +87.2% |
| All | +112.0% | +225.0% | -113.0% | +56.2% |
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