+501.0%
CMI vs PRU
+136.9%
+364.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | -12.3% | -2.6% | -9.7% | -11.2% |
| 3M | -16.8% | +14.7% | -31.5% | -23.4% |
| 6M | +1.5% | +25.7% | -24.2% | -11.4% |
| YTD | +9.8% | +8.3% | +1.5% | +3.7% |
| 1Y | +42.6% | +17.3% | +25.3% | +28.5% |
| 3Y | +151.0% | +43.2% | +107.8% | +100.1% |
| 5Y | +167.0% | +43.5% | +123.5% | +110.5% |
| All | +501.0% | +136.9% | +364.2% | +221.6% |
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