+169.5%
CMI vs PRU
+45.5%
+124.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.4% |
| 7D | +1.9% | +1.9% | 0.0% | +0.7% |
| 30D | -12.5% | -0.4% | -12.1% | -12.5% |
| 3M | -16.2% | +16.4% | -32.6% | -24.1% |
| 6M | +4.9% | +26.0% | -21.2% | -9.9% |
| YTD | +11.1% | +9.9% | +1.2% | +3.5% |
| 1Y | +43.4% | +18.8% | +24.6% | +26.9% |
| 3Y | +154.1% | +45.3% | +108.7% | +92.4% |
| 5Y | +169.5% | +45.6% | +123.9% | +97.1% |
| All | +169.5% | +45.5% | +124.0% | +97.1% |
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