+335.9%
CMI vs PRU
+102.7%
+233.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -1.8% | -2.8% | +1.0% | -0.3% |
| 30D | -12.2% | +8.5% | -20.7% | -16.4% |
| 3M | -26.5% | +1.7% | -28.3% | -27.7% |
| 6M | -33.6% | +24.8% | -58.4% | -42.0% |
| YTD | -8.3% | +13.3% | -21.6% | -15.9% |
| 1Y | -1.3% | +21.4% | -22.6% | -12.9% |
| 3Y | +124.8% | +54.8% | +70.0% | +71.0% |
| 5Y | +119.9% | +42.4% | +77.5% | +73.2% |
| 10Y | +335.9% | +98.4% | +237.4% | +161.6% |
| All | +335.9% | +102.7% | +233.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling