+411.5%
CMI vs PR
+152.6%
+259.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -10.0% | -16.4% | +6.4% | -8.7% |
| 30D | -13.0% | -1.9% | -11.1% | -12.9% |
| 3M | -29.9% | +8.0% | -37.8% | -30.4% |
| 6M | -36.7% | +4.1% | -40.8% | -37.1% |
| YTD | -10.9% | +58.7% | -69.6% | -14.7% |
| 1Y | -1.3% | +75.8% | -77.2% | -6.4% |
| 3Y | +117.4% | +73.2% | +44.2% | +105.6% |
| 5Y | +112.9% | +230.1% | -117.2% | +89.9% |
| 10Y | +366.7% | +67.4% | +299.3% | +367.1% |
| All | +411.5% | +152.6% | +259.0% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling