+9,964.8%
CMI vs PRU
+806.6%
+9,158.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.7% |
| 30D | -13.4% | +2.7% | -16.2% | -14.7% |
| 3M | -17.0% | +19.5% | -36.5% | -24.3% |
| 6M | -1.6% | +26.6% | -28.3% | -13.1% |
| YTD | +11.0% | +12.3% | -1.4% | +3.7% |
| 1Y | +41.9% | +18.0% | +23.9% | +29.3% |
| 3Y | +151.8% | +47.0% | +104.8% | +104.6% |
| 5Y | +163.6% | +48.4% | +115.2% | +111.9% |
| 10Y | +472.9% | +142.4% | +330.5% | +239.4% |
| All | +9,964.8% | +806.6% | +9,158.2% | +1,890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling