+114.8%
CMI vs PRU
+42.1%
+72.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +0.5% | +3.6% | -3.1% | -1.5% |
| 30D | -14.0% | +8.9% | -22.9% | -18.5% |
| 3M | -28.1% | +0.2% | -28.3% | -28.6% |
| 6M | -35.8% | +23.7% | -59.6% | -44.3% |
| YTD | -10.5% | +13.7% | -24.3% | -18.6% |
| 1Y | -1.9% | +20.6% | -22.5% | -14.0% |
| 3Y | +121.0% | +56.3% | +64.7% | +59.3% |
| All | +114.8% | +42.1% | +72.7% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling