+8,214.9%
CMI vs PRU
+814.1%
+7,400.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -1.8% | -2.8% | +1.0% | -0.4% |
| 30D | -12.2% | +8.5% | -20.7% | -16.0% |
| 3M | -26.5% | +1.7% | -28.3% | -27.6% |
| 6M | -33.6% | +24.8% | -58.4% | -41.1% |
| YTD | -8.3% | +13.3% | -21.6% | -15.1% |
| 1Y | -1.3% | +21.4% | -22.6% | -11.5% |
| 3Y | +124.8% | +54.8% | +70.0% | +77.4% |
| 5Y | +119.9% | +42.4% | +77.5% | +79.5% |
| 10Y | +335.9% | +98.4% | +237.4% | +182.1% |
| All | +8,214.9% | +814.1% | +7,400.8% | +1,529.5% |
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