+165.0%
CMI vs PSA
+13.7%
+151.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -12.4% | -8.4% | -4.0% | -10.1% |
| 3M | -14.8% | -7.8% | -6.9% | -13.1% |
| 6M | +0.8% | +0.8% | 0.0% | -0.4% |
| YTD | +10.2% | +16.5% | -6.3% | +4.3% |
| 1Y | +37.4% | +4.7% | +32.7% | +33.8% |
| 3Y | +153.3% | +21.1% | +132.2% | +133.5% |
| All | +165.0% | +13.7% | +151.3% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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