+537.3%
CMI vs PR
+169.5%
+367.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | -0.7% | +2.9% | -3.6% | -1.0% |
| 30D | -13.4% | +18.0% | -31.5% | -14.7% |
| 3M | -17.0% | +16.9% | -33.9% | -18.2% |
| 6M | -1.6% | +28.2% | -29.9% | -4.0% |
| YTD | +11.0% | +69.3% | -58.3% | +5.8% |
| 1Y | +41.9% | +69.5% | -27.6% | +35.1% |
| 3Y | +151.8% | +81.7% | +70.1% | +137.2% |
| 5Y | +163.6% | +422.2% | -258.7% | +128.9% |
| 10Y | +472.9% | +110.4% | +362.5% | +475.8% |
| All | +537.3% | +169.5% | +367.8% | +549.2% |
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 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